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

Author/Authors :

Chu-Sheng Tai، نويسنده ,

DocumentNumber :

1161367

Title Of Article :

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

شماره ركورد :

1030

From Page :

397

NaturalLanguageKeyword :

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

JournalTitle :

Studia Iranica

To Page :

420

To Page :

420

Link To Document :