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~person:"Ackert, Lucy F."
~person:"Benlagha, Noureddine"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Index-linked bond"
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Ackert, Lucy F.
Benlagha, Noureddine
Christensen, Jens H. E.
11
Campbell, John Y.
7
Viceira, Luis M.
7
Jong, Marielle de
6
Sack, Brian
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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
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:
4
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:
5
Arbitrage, liquidity, and the valuation of exchange traded funds
Ackert, Lucy F.
;
Tian, Yisong Sam
- In:
Financial markets, institutions & instruments
17
(
2008
)
5
,
pp. 331-362
Persistent link: https://www.econbiz.de/10003800985
Saved in:
6
Stochastic trends and cointegration in the market for equities
Ackert, Lucy F.
;
Racine, Marie D.
-
1999
Persistent link: https://www.econbiz.de/10001408053
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