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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
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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
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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
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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