Stock and bond market interactions with level and asymmetry dynamics : An out-of-sample application
| Year of publication: |
2009
|
|---|---|
| Authors: | de Goeij, P. C. ; Marquering, W. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Empirical Finance (2009), v.16, nr.2, p.318-329 |
| Source: |
Persistent link: https://www.econbiz.de/10011088419