Bank stock return sensitivities to the long‐term and short‐term interest rates: a multivariate GARCH spproach

✍ Scribed by Elyasiani, Elyas; Mansur, Iqbal

• Book ID: 118165378
• Publisher: Emerald Group Publishing Limited
• Year: 2004
• Tongue: English
• Weight: 200 KB
• Volume: 30
• Category: Article
• ISSN: 0307-4358
• DOI: 10.1108/03074350410769263