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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=227585
