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An Investigation of the Flight-to-Quality Effect: Evidence from Asia-Pacific Countries
16 references·1 citing·26 second hop
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References

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  • 2003The economic value of volatility timing using “realized” volatility

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668 cited
  • 2000Firm Size and Cyclical Variations in Stock Returns656 cited
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    • 2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets21 cited