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Macroeconomic announcements and asymmetric volatility in bond returns
de Goeij, P. C.; Marquering, W. - Tilburg University, School of Economics and Management - 2006
Persistent link: https://www.econbiz.de/10011087697
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Stock and bond market interactions with level and asymmetry dynamics : An out-of-sample application
de Goeij, P. C.; Marquering, W. - Tilburg University, School of Economics and Management - 2009
Persistent link: https://www.econbiz.de/10011088419
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Modeling the conditional covariance between stock and bond returns : A multivariate GARCH approach
de Goeij, P. C.; Marquering, W. - Tilburg University, School of Economics and Management - 2004
Persistent link: https://www.econbiz.de/10011090234