Financial volatility and bank stock returns: an Armax-Garch-M modelling
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Main Authors: | , |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
Faculty of Economics and Management, UPM
2003
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Online Access: | http://psasir.upm.edu.my/id/eprint/33545/1/33545%20IR.pdf http://psasir.upm.edu.my/id/eprint/33545/ |
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Institution: | Universiti Putra Malaysia |
Language: | English |