International Asset Excess Returns and Multivariate Conditional Volatilities
Year of publication: |
2005
|
---|---|
Authors: | Chiang, Thomas ; Yang, Sheng-Yung |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 24.2005, 3, p. 295-312
|
Publisher: |
Springer |
Subject: | exchange rate risk | time-varying risk premiums | international asset pricing | multivariate GARCH model |
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