مرکز منطقه ای اطلاع رساني علوم و فناوري - Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model

Title of article :

Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model

Author/Authors :

Elyas Elyasiani، نويسنده , , Iqbal Mansur، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

535

To page :

563

Keywords :

Bank stocks , GARCH , Interest rate risk

Journal title :

Journal of Banking and Finance

Serial Year :

1998

Journal title :

Journal of Banking and Finance

Record number :

193016

Link To Document :