• Title of article

    The impact of regulation on market risk

  • Author/Authors

    P.A.Paul A. Grout، نويسنده , , Anna Zalewska، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    36
  • From page
    149
  • To page
    184
  • Keywords
    regulation , Kalman filter , Asset pricing , Time-varying risk
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2006
  • Journal title
    Journal of Financial Economics
  • Record number

    257822