Title of article
Asset pricing, time-varying risk premia and interest rate risk
Author/Authors
Mark J. Flannery، نويسنده , , Allaudeen S. Hameed، نويسنده , , Richard H. Harjes، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
21
From page
315
To page
335
Keywords
Market risk , GARCH , interest rate risk , Asset pricing
Journal title
Journal of Banking and Finance
Serial Year
1997
Journal title
Journal of Banking and Finance
Record number
192932
Link To Document