Title of article
Is there a flight to quality due to inflation uncertainty?
Author/Authors
Bulent Guler، نويسنده , , Umit Ozlale، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
5
From page
603
To page
607
Abstract
After two types of inflation uncertainty are derived within a time-varying parameter model with GARCH specification, the relationship between inflation uncertainty and interest rates for safe assets is investigated. The results support the existence of a “flight to quality” effect
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2005
Journal title
Physica A Statistical Mechanics and its Applications
Record number
869851
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