Henry, Ólan Thomas John (contributor) - 2007
-2642
ISBN 978 0 7340 3729 9
THE UNIVERSITY OF MELBOURNE
DEPARTMENT OF ECONOMICS
RESEARCH PAPER …-Term Interest Rates and Equity Returns in the UK
by
Òlan T. Henry
Department of Economics
The University of …)“TheStochasticBehaviourofCommonStockVari-
ances: Value,LeverageandInterestrateEffects”, Journal of Financial
Economics,10,407-432.
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[14] Davies,R.B.(1987 …