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Information about:
Peter de Goeij

Personal Details | Affiliation | Works
This is information that was supplied by Peter de Goeij in registering through RePEc. If you are Peter de Goeij , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name: Peter
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Last Name: de Goeij
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RePEc Short-ID: pde405

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Homepage: http://center.uvt.nl/staff/degoeij/
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Works

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Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Articles

  1. de Goeij, Peter & Marquering, Wessel, 2006. "Macroeconomic announcements and asymmetric volatility in bond returns," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2659-2680, October. [Downloadable!] (restricted)

  2. de Goeij, Peter & Marquering, Wessel, 2005. "The generalized asymmetric dynamic covariance model," Finance Research Letters, Elsevier, vol. 2(2), pages 67-74, June. [Downloadable!] (restricted)

  3. Peter de Goeij, 2004. "Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate GARCH Approach," Journal of Financial Econometrics, Oxford University Press, vol. 2(4), pages 531-564. [Downloadable!] (restricted)

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This page was last updated on 2009-10-30.

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