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ECONIS (ZBW)
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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
;
Marquering, Wessel A.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 531-564
Persistent link: https://www.econbiz.de/10002349838
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2
Do macroeconomic announcements cause asymetric volatility?
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
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3
Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
Saved in:
4
The generalized asymmetric dynamic covariance model
Goeij, Peter de
;
Marquering, Wessel A.
- In:
Finance research letters
2
(
2005
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10002883177
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5
Macroeconomic announcements and asymmetric volatility in bond returns
Goeij, Peter de
;
Marquering, Wessel A.
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2659-2680
Persistent link: https://www.econbiz.de/10003376418
Saved in:
6
Stock-bond return correlations : moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach
Allard, Anne-Florence
;
Iania, Leonardo
;
Smedts, Kristien
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012437127
Saved in:
7
COAALA : a novel approach to understanding extreme stock-bond comovement
Allard, Anne-Florence
;
Hanbali, Hamza
;
Smedts, Kristien
-
2024
Persistent link: https://www.econbiz.de/10015338817
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