Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/19089
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Aslanidis, Nektarios | - |
dc.contributor.author | Christiansen, Charlotte | - |
dc.contributor.author | Savva, Christos S. | - |
dc.date.accessioned | 2020-09-25T11:03:52Z | - |
dc.date.available | 2020-09-25T11:03:52Z | - |
dc.date.issued | 2020-07 | - |
dc.identifier.citation | Finance Research Letters, 2020, vol. 35, articl. no. 101294 | en_US |
dc.identifier.issn | 15446123 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.14279/19089 | - |
dc.description.abstract | This paper investigates flight-to-safety from stocks to bonds in six European markets. We use quantile regressions to identify flight-to-safety episodes. The conditional risk-return trade-off on the stock markets is negative. Flight-to-safety episodes strengthen the negative trade-off. The effects of flight-to-safety episodes on the trade-off are qualitatively similar for own country flight-to-safety episodes, for flight from own country stock market to the US bond market, and for US flight-to-safety episodes. The strength of the trade-off is strongest for US flight-to-safety episodes. Flight-from-safety has the opposite effect on the trade-off. | en_US |
dc.format | en_US | |
dc.language.iso | en | en_US |
dc.relation.ispartof | Finance Research Letters | en_US |
dc.rights | © Elsevier | en_US |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 International | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Flight-to-safety | en_US |
dc.subject | Risk-return trade-off | en_US |
dc.subject | European markets | en_US |
dc.subject | Stock market | en_US |
dc.subject | Bond market | en_US |
dc.title | Flight-to-safety and the risk-return trade-off: European evidence | en_US |
dc.type | Article | en_US |
dc.collaboration | Universitat Rovira i Virgili | en_US |
dc.collaboration | Aarhus University | en_US |
dc.collaboration | Cyprus University of Technology | en_US |
dc.collaboration | Lund University | en_US |
dc.subject.category | Economics and Business | en_US |
dc.journals | Subscription | en_US |
dc.country | Cyprus | en_US |
dc.country | Spain | en_US |
dc.country | Denmark | en_US |
dc.country | Sweden | en_US |
dc.subject.field | Social Sciences | en_US |
dc.publication | Peer Reviewed | en_US |
dc.identifier.doi | 10.1016/j.frl.2019.09.009 | en_US |
dc.relation.volume | 35 | en_US |
cut.common.academicyear | 2019-2020 | en_US |
item.fulltext | No Fulltext | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.openairecristype | http://purl.org/coar/resource_type/c_6501 | - |
item.cerifentitytype | Publications | - |
item.openairetype | article | - |
crisitem.author.dept | Department of Finance, Accounting and Management Science | - |
crisitem.author.faculty | Faculty of Tourism Management, Hospitality and Entrepreneurship | - |
crisitem.author.orcid | 0000-0001-6562-4816 | - |
crisitem.author.parentorg | Faculty of Management and Economics | - |
Appears in Collections: | Άρθρα/Articles |
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