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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

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

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

Do macroeconomic announcements cause asymetric volatility?

Goeij, Peter de (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001713906

CEO Turnover and Volatility under Long-Term Employment Contracts

Cziraki, Peter - 2020

We study the role of the contractual time horizon of CEOs for CEO turnover and corporate policies. Using hand-collected data on 3,954 fixed-term CEO contracts, we show that remaining time under contract predicts CEO turnover. When contracts are close to expiration, turnover is more likely and is...

Persistent link: https://www.econbiz.de/10012856892