ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS

Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-024

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Bibliographic Details
Main Author: WAI MUN FONG
Other Authors: FINANCE & ACCOUNTING
Format: Working Paper/Technical Report
Published: 2018
Online Access:http://scholarbank.nus.edu.sg/handle/10635/149183
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1491832024-11-09T18:12:09Z ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS WAI MUN FONG FINANCE & ACCOUNTING Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-024 1-23 2018-11-28T06:35:26Z 2018-11-28T06:35:26Z 2003-12 Working Paper/Technical Report WAI MUN FONG (2003-12). ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS. Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-024 : 1-23. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/149183 Research Paper Series; 2003-024
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Research Paper Series (National University of Singapore. Faculty of Business Administration); 2003-024
author2 FINANCE & ACCOUNTING
author_facet FINANCE & ACCOUNTING
WAI MUN FONG
format Working Paper/Technical Report
author WAI MUN FONG
spellingShingle WAI MUN FONG
ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS
author_sort WAI MUN FONG
title ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS
title_short ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS
title_full ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS
title_fullStr ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS
title_full_unstemmed ON THE RELATIONSHIP BETWEEN INTEREST RATES AND VOLATILITY REGIMES IN DAILY STOCK RETURNS
title_sort on the relationship between interest rates and volatility regimes in daily stock returns
publishDate 2018
url http://scholarbank.nus.edu.sg/handle/10635/149183
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