Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate : a GARCH-M model
Elyas Elyasiani, Iqbal Mansur
| Year of publication: |
1998
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|---|---|
| Authors: | Elyasiani, Elyas |
| Other Persons: | Mansur, Iqbal (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 22.1998, 5, p. 535-563
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| Subject: | Bank | Börsenkurs | Share price | Zinsrisiko | Interest rate risk | USA | United States | 1970-1992 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001243309