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The long-run relationship among index-linked bonds and conventional bonds
Benlagha, Noureddine, (2013)
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine, (2014)
Volatility linkage of nominal and index-linked bond returns : a multivariate BEKK-GARCH approach