Time-varying sensitivity of stock returns to market, interest rate and foreign exchange rate risks of Asian banks using the GARCH model
Assessing the sensitivity of bank stock returns to time-varying market, interest rate, and foreign exchange rate risk using the GARCH framework has been a common area of study for developed markets but not for emerging markets. This conventional study was applied to five (5) selected Asian emerging...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2015
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/7755 |
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| Institution: | De La Salle University |
| Language: | English |