Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Year of publication: |
5 January 2016
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Authors: | Mouna, Aloui ; Anis, Jarboui |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 4.2016, 1, p. 1-16
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Subject: | exchange rate | interest rate | multivariate GARCH | volatility | financial sector stock returns | market linkages in the post-crisis world | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Zins | Interest rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Börsenkurs | Share price | Welt | World | Währungsrisiko | Exchange rate risk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2015.1125332 [DOI] hdl:10419/147785 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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