Flight-to-quality in the stock–bond return relation: a regime-switching copula approach
Crossref DOI link: https://doi.org/10.1007/s11408-020-00361-5
Published Online: 2020-07-31
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tachibana, Minoru http://orcid.org/0000-0003-1778-0739
Funding for this research was provided by:
Japan Society for the Promotion of Science (16K03746)
Text and Data Mining valid from 2020-07-31
Version of Record valid from 2020-07-31
Article History
First Online: 31 July 2020