Title of article
Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
Author/Authors
Chu-Sheng Tai، نويسنده ,
Pages
24
From page
397
To page
420
Keywords
Bank stock returns , Time-varying risk premium , Multivariate GARCH-M
Journal title
Astroparticle Physics
Record number
230751
Link To Document