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Testing for nonlinearities in German bank stock returns

✍ Scribed by Reinhold Kosfeld; Sophie Robé

Publisher
Springer-Verlag
Year
2001
Tongue
English
Weight
124 KB
Volume
26
Category
Article
ISSN
0377-7332

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We thank the editor, Robert Webb, and an anonymous referee for their helpful comments. We also thank Thorben Lubnau, Tyge-F. Kummer, and the participants of the 2nd International Finance Conference of the Indian Institute of Management, Calcutta for their suggestions.