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Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model

✍ Scribed by Elyas Elyasiani; Iqbal Mansur

Book ID: 117529032
Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 197 KB
Volume: 22
Category: Article
ISSN: 0378-4266
DOI: 10.1016/s0378-4266(98)00003-x

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