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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
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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
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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
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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
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Do macroeconomic announcements cause asymetric volatility?
Goeij, Peter de (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713906