Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices
Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices
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St. Louis: Federal Reserve Bank of St. Louis
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English
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St. Louis: Federal Reserve Bank of St. Louis
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We create a network of bilateral correlations of changes in sovereign bond yields and individual bank equity price changes since 2000. We extract some stylized facts from this network of asset price correlations and document the clear differences in asset price correlations between safe havens and non-safe havens: safe havens, as commonly defined,...
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Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices
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TN_cdi_proquest_journals_1698604386
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1698604386
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https://www.proquest.com/docview/1698604386?pq-origsite=primo&accountid=13902
