• Title of article

    A multivariate GARCH model of risk premia in foreign exchange markets

  • Author/Authors

    Dimitrios Malliaropulos، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    19
  • From page
    61
  • To page
    79
  • Keywords
    Risk premia in foreign exchange markets , Conditional volatility , Vector GARCH , CAPM
  • Journal title
    Economic Modelling
  • Serial Year
    1997
  • Journal title
    Economic Modelling
  • Record number

    227363

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=227363