Reference health

Flight to Quality in a Hierarchical Factor Model

https://doi.org/10.2139/ssrn.1556765
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29/29 checkable references clean · checked 2026-10-15

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 29 checked references that resolve
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Macro Factors in the Term Structure of Credit Spreads
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A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
resolves10.1111/1468-0262.00273
Determining the Number of Factors in Approximate Factor Models
resolves10.1093/rfs/hhm088
Flight-to-Quality or Flight-to-Liquidity? Evidence from the Euro-Area Bond Market
resolves10.2307/2109844
The Financial Accelerator and the Flight to Quality
resolves10.2139/ssrn.1082833
An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates
resolves10.1111/j.1540-6261.2008.01394.x
Collective Risk Management in a Flight to Quality Episode
resolves10.2139/ssrn.1297456
Flight to Quality and Bailouts: Policy Remarks and a Literature Review
resolves10.1111/0022-1082.00402
The Determinants of Credit Spread Changes
resolves10.2307/1911242
A Theory of the Term Structure of Interest Rates
resolves10.1016/j.jeconom.2005.03.005
Forecasting the term structure of government bond yields
resolves10.1016/j.jeconom.2008.08.017
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
resolves10.1016/j.jeconom.2005.01.011
The macroeconomy and the yield curve: a dynamic latent factor approach
resolves10.1093/rfs/12.1.197
Estimating the Price of Default Risk
resolves10.1111/j.1467-9965.1996.tb00123.x
A YIELD‐FACTOR MODEL OF INTEREST RATES
resolves10.1093/rfs/12.4.687
Modeling Term Structures of Defaultable Bonds
resolves10.1515/9781400829170
Credit Risk
resolves10.1007/978-1-4757-3314-3_6
Flight to Quality: Investor Risk Tolerance and the Spread of Emerging Market Crises
resolves10.1016/s0167-2231(99)00004-4
Monetary policy and the term structure of nominal interest rates: Evidence and theory
resolves10.1016/j.jmoneco.2006.12.015
Economic determinants of the nominal treasury yield curve
resolves10.2307/2109549
A Cointegration Analysis of Treasury Bill Yields
resolves10.1016/j.jeconom.2005.01.012
A joint econometric model of macroeconomic and term-structure dynamics
resolves10.1111/j.1540-6261.1994.tb04784.x
Explorations Into Factors Explaining Money Market Returns
resolves10.1016/0304-3932(95)01204-9
‘Flight to quality’ in banking and economic activity
resolves10.3905/jfi.1991.692347
Common Factors Affecting Bond Returns
resolves10.3905/jfi.1992.408053
A Two-Factor Interest Rate Model And Contingent Claims Valuation
resolves10.1086/296409
Parsimonious Modeling of Yield Curves
resolves10.1016/0304-405x(77)90016-2
An equilibrium characterization of the term structure
resolves10.24148/wp2002-08
Stylized Facts on Nominal Term Structure and Business Cycles: An Empirical VAR Study
The 4 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedThe Information in Long-Maturity Forward Rates
no DOI — not checkedref32
no DOI — not checkedref33
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