Similar Search Results

Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application

Goeij, Peter de; Marquering, Wessel A. - In: Journal of empirical finance 16 (2009) 2, pp. 318-329

Persistent link: https://www.econbiz.de/10003839335

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

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

Do macroeconomic announcements cause asymmetric volatility

Goeij, Peter de (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001901531

An empirical analysis of affine term structure models using the generalized method of moments

Goeij, Peter de; Verbeek, Marno - 2001

Persistent link: https://www.econbiz.de/10001553271

Social Security Reform in the US: Lessons from Hungary

Simonovits, András - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2006

The partial privatization of the US Social Security system was clearly the top economic policy priority for the new Bush administration. While many famous economists, publicists and politicians support, others reject the partial privatization of the Social Security system. The international...

Persistent link: https://www.econbiz.de/10005590057

Understanding bank payouts during the crisis of 2007-2009

Cziraki, Peter; Laux, Christian; Lóránth, Gyöngyi - 2016

Persistent link: https://www.econbiz.de/10011544449

CEO turnover and volatility under long-term employment contracts

Cziraki, Peter; Xu, Moqi - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 6, pp. 1757-1791

Persistent link: https://www.econbiz.de/10012307546