Title:

What Uncertainty Does to Euro Area Sovereign Bond Markets: Flight to Safety and Flight to Quality

Authors:

Mauro Costantini (U of L'Aquila)
Ricardo Sousa (U Minho, NIPE, U Minho)

Journal:

Journal of International Money and Finance

Year:

2022

Volume:

122

JEL codes:

D81 - Criteria for Decision-Making under Risk and Uncertainty
E44 - Financial Markets and the Macroeconomy

DOI:

10.1016/j.jimonfin.2021.102574