Munich Personal RePEc Archive

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Number of items: 3.

March 2005

Vargas, Gregorio A. (2005): Macroeconomic Determinants of the Movement of the Yield Curve.

January 2006

Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.

February 2008

Vargas, Gregorio A. (2008): What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?

This list was generated on Sat Nov 23 00:46:12 2019 CET.
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