Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application

P. C. de Goeij and W. Marquering
Additional contact information
P. C. de Goeij: Tilburg University, School of Economics and Management

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (15)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 1e6bcc47361/download (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:fa1d33b9-7e68-4e15-b211-ed01c91a9c3a

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().