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subject:"Indexanleihe"
~person:"Benlagha, Noureddine"
~person:"Cette, Gilbert"
~subject:"BEKK-GARCH"
~type:"article"
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Indexanleihe
BEKK-GARCH
Index-linked bond
6
Großbritannien
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Theorie
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United Kingdom
4
Anleihe
2
Bond
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2002-2010
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Benlagha, Noureddine
Cette, Gilbert
Christensen, Jens H. E.
5
Fischer, Stanley
5
Jong, Marielle de
4
Reschreiter, Andreas
4
Campbell, John Y.
3
Kang, Jangkoo
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Landskroner, Yoram
3
Sack, Brian
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Yildirim, Yildiray
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Barr, David G.
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Barro, Robert J.
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DePrince, Albert E.
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Entrop, Oliver
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López, José A.
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Mauro, Paolo
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Moenig, Thorsten
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Mukerji, Sujoy
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Ngo, Thanh
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Polat, Tandoğan
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Raviv, Alon
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Reilly, Frank K.
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Rudebusch, Glenn D.
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Ryu, Doojin
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Tallon, Jean-Marc
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Applied economics
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Review of economics & finance
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Applied econometrics and international development
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The journal of asset management
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ECONIS (ZBW)
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1
Volatility linkage of nominal and index-linked bond returns : a multivariate BEKK-GARCH approach
Benlagha, Noureddine
- In:
Review of economics & finance
(
2014
)
4
,
pp. 49-60
Persistent link: https://www.econbiz.de/10010471998
Saved in:
2
Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
Saved in:
3
Breakeven inflation rates and their puzzling correlation relationships
Cette, Gilbert
;
Jong, Marielle de
- In:
Applied economics
45
(
2013
)
16/18
,
pp. 2579-2585
Persistent link: https://www.econbiz.de/10009772218
Saved in:
4
The long-run relationship among index-linked bonds and conventional bonds
Benlagha, Noureddine
- In:
Review of economics & finance
(
2013
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10009728566
Saved in:
5
Co-movement of index linked bonds and conventional bonds in France : subprime crisis and structural break, 2003 - 2012
Benlagha, Noureddine
- In:
Applied econometrics and international development
13
(
2013
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10010128722
Saved in:
6
Invited editorial: Market-implied inflation and growth rates adversley affected by the Brent
Cette, Gilbert
;
Jong, Marielle de
- In:
The journal of asset management
14
(
2013
)
3
,
pp. 133-139
Persistent link: https://www.econbiz.de/10010207140
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