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Details about Peter de Goeij

Homepage:http://center.uvt.nl/staff/degoeij/
Workplace:Finance Department, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)
CentER Graduate School for Economics and Business, School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Peter de Goeij.

Last updated 2008-09-08. Update your information in the RePEc Author Service.

Short-id: pde405


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Working Papers

2010

  1. Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (4)

2009

  1. Coexistence and Dynamics of Overconfidence and Strategic Incentives
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. The Impact of Firm and Industry Characteristics on Small Firms' Capital Structure: Evidence from Dutch Panel Data
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (32)

2003

  1. Do Macroeconomic Announcements Cause Asymmetric Volatility
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)

Journal Articles

2006

  1. Macroeconomic announcements and asymmetric volatility in bond returns
    Journal of Banking & Finance, 2006, 30, (10), 2659-2680 Downloads View citations (37)

2005

  1. The generalized asymmetric dynamic covariance model
    Finance Research Letters, 2005, 2, (2), 67-74 Downloads View citations (3)

2004

  1. Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate GARCH Approach
    Journal of Financial Econometrics, 2004, 2, (4), 531-564 Downloads View citations (85)
 
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