Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10000709422
Persistent link: https://www.econbiz.de/10010404372
Persistent link: https://www.econbiz.de/10003035721
Persistent link: https://www.econbiz.de/10001682548
Persistent link: https://www.econbiz.de/10007390938
Persistent link: https://www.econbiz.de/10007720039
Persistent link: https://www.econbiz.de/10006267187
Persistent link: https://www.econbiz.de/10006277618
This study employs an extended version of the Generalised Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the time-series sensitivity of Australian bank stock returns to market, interest rate and foreign exchange rate risks. Daily Australian bank portfolio...
Persistent link: https://www.econbiz.de/10005766341