Asset pricing, time-varying risk premia and interest rate risk

Asset pricing, time-varying risk premia and interest rate risk

Journal of Banking and Finance

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Bibliographic Details
Main Authors: Flannery, M.J., Hameed, A.S., Harjes, R.H.
Other Authors: FINANCE & ACCOUNTING
Published: 2013
Subjects:
Asset pricing
GARCH
Interest rate risk
Market risk
Online Access:http://scholarbank.nus.edu.sg/handle/10635/45206
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Institution: National University of Singapore
Description
Summary:Journal of Banking and Finance

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