مرکز منطقه ای اطلاع رساني علوم و فناوري - Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns

Title of article :

Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns

Author/Authors :

Chu-Sheng Tai، نويسنده ,

Pages :

From page :

397

To page :

420

Keywords :

Bank stock returns , Time-varying risk premium , Multivariate GARCH-M

Journal title :

Astroparticle Physics

Record number :

230751

Link To Document :