Details about Peter de Goeij
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
- Insider Trading, Option Exercises and Private Benefits of Control (Revision of DP 2010-32)
Discussion Paper, Tilburg University, Center for Economic Research View citations (4)
2009
- Coexistence and Dynamics of Overconfidence and Strategic Incentives
Discussion Paper, Tilburg University, Center for Economic Research
- 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 View citations (32)
2003
- Do Macroeconomic Announcements Cause Asymmetric Volatility
Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
Journal Articles
2006
- Macroeconomic announcements and asymmetric volatility in bond returns
Journal of Banking & Finance, 2006, 30, (10), 2659-2680 View citations (37)
2005
- The generalized asymmetric dynamic covariance model
Finance Research Letters, 2005, 2, (2), 67-74 View citations (3)
2004
- Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate GARCH Approach
Journal of Financial Econometrics, 2004, 2, (4), 531-564 View citations (85)
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