Countries
|
Two Crises
|
US Subprime Crisis
|
European Debt Crisis
|
Robustness Test
|
---|
Short-term Bond
|
Long-Term Bond
|
Short-term Bond
|
Long-Term Bond
|
Short-term Bond
|
Long-Term Bond
|
Short-term Bond
|
Long-Term Bond
|
---|
Argentina
| | | | | | | | |
Austria
| |
FTQ
| |
FTQ
|
NS
|
FTQ
| | |
Australia
| | | | | | | | |
Belgium
|
FTQ
| |
FTQa
| | | |
FTQ
| |
Brazil
| |
NS
| |
NSa
| | | |
NS
|
Canada
| |
FTQ
| |
FTQ
| |
FTQ
|
FTQa
|
FTQ
|
Switzerland
|
FTQa
| |
FTQa
| |
FTQa
|
FTQ
|
FTQ
| |
Chile
| | | | | | | | |
China
| |
FTQ
| |
FTQ
| |
FTQ
| |
FTQa
|
Czech
| | | | | | | | |
Germany
| | | | | | |
FTQa
| |
Denmark
| | | | | | |
FTQa
| |
Spain
| | | | | | | | |
Finland
| | | | | | | | |
France
| | | | | |
FTQ
| | |
Greece
| | | | | | |
FTQ
|
NSa
|
Hungary
|
NSa
| |
NSa
| | |
NS
|
NSa
| |
Indonesia
| | | | | | | |
FTQa
|
Ireland
| | | | | | |
NS
|
FTQa
|
Israel
|
FTQ
| |
FTQ
| |
FTQ
| | | |
India
| | | | | | |
NS
|
FTQa
|
Italy
|
FTQ
|
NS
|
FTQa
|
NS
| |
NSa
|
FTQa
|
NSa
|
Japan
| |
FTQa
| | |
NS
|
FTQa
|
NS
| |
Korea
|
FTQ
| |
FTQ
| | |
FTQ
|
FTQ
|
NS
|
Netherlands
|
FTQa
| |
FTQa
| |
FTQa
|
FTQ
|
FTQa
| |
Norway
|
FTQa
| |
FTQ
| |
FTQa
|
NS
|
FTQa
| |
New Zealand
| | |
NS
| | | |
NS
| |
Poland
| |
NS
| |
NS
| | | |
NSa
|
Portugal
| | | |
FTQ
| | | |
FTQa
|
Sweden
| | | | | | |
FTQa
| |
Thailand
| | | | | | | |
FTQ
|
Taiwan
| |
NSa
| |
NSa
| |
NSa
|
FTQa
|
NSa
|
UK
| | | | | | | | |
US
|
FTQa
|
FTQ
|
FTQa
| |
FTQ
|
FTQ
|
FTQa
| |
Vietnam
| | | | | | | | |
South Africa
| | | |
NS
| | |
NS
|
NS
|
- ‘FTQ’ stands for Flight to Quality while ‘NQ’ stands for Negative Spillover
-
astands for significance in 10% confidential interval