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~person:"Benlagha, Noureddine"
~person:"Bodor, Andras"
~person:"Güler, Mustafa Haluk"
~person:"Yildirim, Yildiray"
~subject:"Kapitaleinkommen"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
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Benlagha, Noureddine
Bodor, Andras
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Yildirim, Yildiray
Ané, Thierry
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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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2
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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