مرکز منطقه ای اطلاع رساني علوم و فناوري - Asset pricing, time-varying risk premia and interest rate risk

Title of article :

Asset pricing, time-varying risk premia and interest rate risk

Author/Authors :

Mark J. Flannery، نويسنده , , Allaudeen S. Hameed، نويسنده , , Richard H. Harjes، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1997

Pages :

From page :

315

To page :

335

Keywords :

Market risk , GARCH , interest rate risk , Asset pricing

Journal title :

Journal of Banking and Finance

Serial Year :

1997

Journal title :

Journal of Banking and Finance

Record number :

192932

Link To Document :