Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices

Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices
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... READ MORE...

Publication date: May 2014
ISBN 9781484381588
$18.00

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