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3 Most Recent Publications
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Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application
(Article)
Goeij, P. de Marquering, W.A. |
2009-03-01
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Do Macroeconomic Announcements Cause Asymetric Volatility?
(Research Paper)
Goeij, P. de Marquering, W.A. |
2002-11-19
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Modeling the Conditional Covariance between Stock and Bond Returns
(Research Paper)
Goeij, P. de Marquering, W.A. |
2002-01-24
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