Title of article :
Co-movement in the price of risk of aggregate equity markets
Author/Authors :
Ramaprasad Bhar، نويسنده , , Shigeyuki Hamori، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2007
Keywords :
Unobserved component , Price of risk , GARCH , Risk premium
Journal title :
Economic Systems
Journal title :
Economic Systems
