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Emerging Markets Finance and Trade Volume 49, 2013 - Issue sup4
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Original Article

An Investigation of the Flight-to-Quality Effect: Evidence from Asia-Pacific Countries

Chiu-Lan Chang Department of International Business, Providence University, Taiwan
&
Paul L. Hsueh Department of Finance, National Chung Cheng University, Taiwan
Pages 53-69 | Published online: 07 Dec 2014

Citations (11)

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Read on this site (3)

Kiryoung Lee & Minki Kim. (2019) Investor Sentiment and Bond Risk Premia: Evidence from China. Emerging Markets Finance and Trade 55:4, pages 915-933.
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Ming Fang, Ming-Chieh Wang & Chiu-Lan Chang. (2017) An Investigation of the Cross-Strait Economic Integration and Dependence of Stock Markets. Emerging Markets Finance and Trade 53:3, pages 661-669.
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Chien-Chih Lin. (2015) Asia-Pacific Stock Return Predictability and Market Information Flows. Emerging Markets Finance and Trade 51:3, pages 658-671.
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Articles from other publishers (8)

Thomas J. Flavin & Dolores Lagoa-Varela. (2021) On the stability of stock-bond comovements across market conditions in the Eurozone periphery. Global Finance Journal 49, pages 100491.
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Minoru Tachibana. (2020) Flight-to-quality in the stock–bond return relation: a regime-switching copula approach. Financial Markets and Portfolio Management 34:4, pages 429-470.
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Thomas J. Flavin & Dolores Lagoa-Varela. 2020. Emerging Tools and Strategies for Financial Management. Emerging Tools and Strategies for Financial Management 173 197 .
Ivan BLAGUN. (2019) PRICE RELATIONSHIPS BETWEEN BOND MARKETS. WORLD OF FINANCE:1(58), pages 28-42.
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Rangan Gupta, Christos Kollias, Stephanos Papadamou & Mark E. Wohar. (2018) News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. Journal of Multinational Financial Management 47-48, pages 76-90.
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Juan C. Reboredo, Aviral Kumar Tiwari & Claudiu Tiberiu Albulescu. (2015) An analysis of dependence between Central and Eastern European stock markets. Economic Systems 39:3, pages 474-490.
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Rania Jammazi, Aviral Kr. Tiwari, Román Ferrer & Pablo Moya. (2015) Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. The North American Journal of Economics and Finance 33, pages 74-93.
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Anne-Florence Allard, Hamza Hanbali & Kristien Smedts. (2019) A COAALA Copula for Stock-Bond Return Co-Movement: Beware of the Beast With Four Tails. SSRN Electronic Journal.
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