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Flights to Safety. (2014). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven ; Wei, Min.
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2014-46.

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  1. Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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  2. The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01548710.

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  3. Examining the flight-to-safety with the implied volatilities. (2017). GhulamSarwar, .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:20:y:2017:i:c:p:118-124.

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  4. Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal.
    In: Papers.
    RePEc:arx:papers:1707.07977.

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  5. The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal.
    In: Papers.
    RePEc:arx:papers:1707.01284.

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  6. Nonlinearity and flight to safety in the risk-return trade-off for stocks and bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:723.

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  7. Can commodity returns forecast Canadian sector stock returns?. (2016). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:41:y:2016:i:c:p:172-188.

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  8. The benefits of improved covariance estimation. (2016). Turtle, H J ; Wang, Kainan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:233-246.

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  9. Global Asset Allocation Shifts. (2015). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim.
    In: BIS Working Papers.
    RePEc:bis:biswps:497.

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  10. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Gehde-Trapp, Monika.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306r2.

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  11. Switching Risk Off: FX Correlations and Risk Premia. (2014). Beber, Alessandro ; Brandt, Michael ; Cen, Jason .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10214.

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  12. Characterizing very high uncertainty episodes. (2013). Guérin, Pierre ; Bijsterbosch, Martin ; Guerin, Pierre .
    In: Economics Letters.
    RePEc:eee:ecolet:v:121:y:2013:i:2:p:239-243.

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  13. Endogenous financial risk : The seventh international conference of the NBB. (2012). Wouters, Raf ; de Walque, G. ; Emiris, M. ; Mitchell, J. ; Dewachter, H..
    In: Economic Review.
    RePEc:nbb:ecrart:y:2012:m:december:i:iii:p:135-146.

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