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Modeling the conditional covariance between stock and bond returns : A multivariate GARCH approach

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  • de Goeij, P. C.

    (Tilburg University, School of Economics and Management)

  • Marquering, W.

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  • de Goeij, P. C. & Marquering, W., 2004. "Modeling the conditional covariance between stock and bond returns : A multivariate GARCH approach," Other publications TiSEM 94fe5ada-715a-4339-b94c-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:94fe5ada-715a-4339-b94c-feb18db5578a
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    References listed on IDEAS

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