%0 Book %1 GVK360315003 %A Cappiello, Lorenzo %A Engle, Robert F. %A Sheppard, Kevin %B Working paper series / European Central Bank %C Frankfurt am Main %D 2003 %I European Central Bank %K ARCH-Modell Aktienmarkt EU-Staaten Euro Europäische_Wirtschafts-_und_Währungsunion Internationaler_Finanzmarkt Korrelation Rentenmarkt Volatilität %N 204 %T Asymmetric dynamics in the correlations of global equity and bond returns %U http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+360315003&sourceid=fbw_bibsonomy

@book{GVK360315003, added-at = {2009-08-21T12:12:59.000+0200}, address = {Frankfurt am Main}, author = {Cappiello, {Lorenzo} and Engle, {Robert F.} and Sheppard, {Kevin}}, biburl = {https://www.bibsonomy.org/bibtex/2b1bd58fa67f6e863ad923685e493b02b/fbw_hannover}, interhash = {505fd65ed6cb5ddb9597242f9aca53a2}, intrahash = {b1bd58fa67f6e863ad923685e493b02b}, keywords = {ARCH-Modell Aktienmarkt EU-Staaten Euro Europäische_Wirtschafts-_und_Währungsunion Internationaler_Finanzmarkt Korrelation Rentenmarkt Volatilität}, number = 204, pagetotal = {65}, ppn_gvk = {360315003}, publisher = {European Central Bank}, series = {Working paper series / European Central Bank}, timestamp = {2009-08-21T12:13:49.000+0200}, title = {Asymmetric dynamics in the correlations of global equity and bond returns}, url = {http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+360315003&sourceid=fbw_bibsonomy}, year = 2003 }