 | Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices Author/Editor: Franziska Ohnsorge, Marcin Wolski, Yuanyan Sophia Zhang. Release Date:May, 2014 We create a network of bilateral correlations of changes in sovereign bond yields and individual bank equity price changes since 2000. We extract some stylized facts from this network of asset price more...
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