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Erasmus Research Institute of Management
Center for Economic Research <Tilburg>
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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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Do macroeconomic announcements cause asymetric volatility?
Goeij, Peter de
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906
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