Title of article
Another look about the evolution of the risk premium: a VAR-GARCH-M model
Author/Authors
Emma M. Iglesias، نويسنده , , Garry D. A. Phillips، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
13
From page
777
To page
789
Keywords
Multivariate GARCH , Interest rate modelling
Journal title
Economic Modelling
Serial Year
2003
Journal title
Economic Modelling
Record number
227585
Link To Document