Federal Reserve Bank of New York Staff Reports Nonlinearity and Flight to Safety in the
| Title: | Federal Reserve Bank of New York Staff Reports Nonlinearity and Flight to Safety in the |
|---|---|
| Authors: | Risk-return Trade-off For Stocks; Tobias Adrian; Richard Crump; Erik Vogt; Jel Classification G |
| Contributors: | The Pennsylvania State University CiteSeerX Archives |
| Source: | http://www.newyorkfed.org/research/staff_reports/sr723.pdf. |
| Publication Year: | 2015 |
| Collection: | CiteSeerX |
| Subject Terms: | Key words; flight to safety; risk-return trade-off; dynamic asset pricing; volatility; nonlinear regressions; intermediary asset pricing; asset management |
| Description: | This paper presents preliminary findings and is being distributed to economists and other interested readers solely to stimulate discussion and elicit comments. The views expressed in this paper are those of the authors and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. Any errors or omissions are the responsibility of the authors. |
| Document Type: | text |
| File Description: | application/pdf |
| Language: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.696.7242; http://www.newyorkfed.org/research/staff_reports/sr723.pdf |
| Availability: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.696.7242; http://www.newyorkfed.org/research/staff_reports/sr723.pdf |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| Accession Number: | edsbas.3EDB0F50 |
| Database: | BASE |