Title of article
Co-movement in the price of risk of aggregate equity markets
Author/Authors
Ramaprasad Bhar، نويسنده , , Shigeyuki Hamori، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2007
Pages
16
From page
256
To page
271
Keywords
Unobserved component , Price of risk , GARCH , Risk premium
Journal title
Economic Systems
Serial Year
2007
Journal title
Economic Systems
Record number
127470
Link To Document