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Patcharee Sae-tiaw. Does bond market development impact the flight-to-quality from stock to bond during COVID-19?. Master's Degree(Finance). Chulalongkorn University. Office of Academic Resources. : Chulalongkorn University, 2021.
Does bond market development impact the flight-to-quality from stock to bond during COVID-19?
ผลกระทบของระดับการพัฒนาของตลาดตราสารหนี้ต่อ Flight-to-Quality จากหุ้นสู่หุ้นกู้ในช่วง COVID-19
Name: Patcharee Sae-tiaw
Abstract:
This paper analyzed flight to quality effect from stocks to government bonds in 46 countries including developed and emerging countries during COVID pandemic. The empirical result from panel data framework shows that the flights exist and government bonds remain offered diversification benefit to investors when they are most needed. The negative stock-bond correlation was also amplified when pandemic is more severe in developed countries. Moreover, this study reveals that countries with a higher degree of bond market development can support bonds act as a safe haven better and have more negative in stock-bond correlation.
Chulalongkorn University. Office of Academic Resources
Address:
BANGKOK
Email:
cuir@car.chula.ac.th
Name: Narapong Srivisal
Role:
Advisor
Created:
2021
Modified:
2024-01-05
Issued:
2024-01-05
วิทยานิพนธ์/Thesis
application/pdf
eng
DegreeName: Master of Science
Level: Master's Degree
Descipline: Finance
Grantor: Chulalongkorn University
©copyrights Chulalongkorn University
RightsAccess:
ใช้เวลา
0.031875 วินาที
Patcharee Sae-tiaw
| Title | Contributor | Type |
|---|---|---|
| Does bond market development impact the flight-to-quality from stock to bond during COVID-19?
จุฬาลงกรณ์มหาวิทยาลัย Patcharee Sae-tiaw | Narapong Srivisal | วิทยานิพนธ์/Thesis |
Narapong Srivisal