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Peter de Goeij

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Personal Details

First Name:Peter
Middle Name:
Last Name:de Goeij
Suffix:
RePEc Short-ID:pde405
Email:[This author has chosen not to make the email address public]
Homepage:http://center.uvt.nl/staff/degoeij/
Postal Address:
Phone:
(in no particular order)
Location: Tilburg, Netherlands
Homepage: http://www.tilburguniversity.nl/faculties/feb/organisation/dept/fin/
Email:
Phone: +31 13 466 3041
Fax: +31 13 466 2875
Postal: PO Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:fdkubnl (more details at EDIRC)
Location: Tilburg, Netherlands
Homepage: http://center.uvt.nl/
Email:
Phone: 31 13 4663050
Fax: 31 13 4663066
Postal: P.O. Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:cekubnl (more details at EDIRC)
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  1. Cziraki, P. & de Goeij, P. C. & Renneboog, L.D.R., 2010. "Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)," Discussion Paper 2010-90, Tilburg University, Center for Economic Research.
  2. Degryse, H.A. & de Goeij, P. C. & Kappert, P., 2009. "The Impact of Firm and Industry Characteristics on Small Firms' Capital Structure : Evidence from Dutch Panel Data," Discussion Paper 2009-21, Tilburg University, Center for Economic Research.
  3. Bosquet, K. & de Goeij, P. C. & Smedts, K., 2009. "Coexistence and Dynamics of Overconfidence and Strategic Incentives," Discussion Paper 2009-81, Tilburg University, Center for Economic Research.
  4. de Goeij, P. C. & Marquering, W., 2003. "Do Macroeconomic Announcements Cause Asymmetric Volatility," Discussion Paper 2003-131, Tilburg University, Center for Economic Research.
  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.
  2. de Goeij, Peter & Marquering, Wessel, 2005. "The generalized asymmetric dynamic covariance model," Finance Research Letters, Elsevier, vol. 2(2), pages 67-74, June.
  3. Peter de Goeij, 2004. "Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate GARCH Approach," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 2(4), pages 531-564.

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