Financial volatility and bank stock returns: an Armax-Garch-M modelling

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Bibliographic Details
Main Authors: Hooy, Chee Wooi, Tan, Hui Boon
Format: Conference or Workshop Item
Language:English
Published: Faculty of Economics and Management, UPM 2003
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