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

P. C. de Goeij, W. Marquering

Research output: Contribution to journalArticleScientificpeer-review

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Original languageEnglish
Pages (from-to)531-564
JournalJournal of Financial Econometrics
Volume2
Issue number1
Publication statusPublished - 2004

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