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

id	sg-nus-scholar.10635-45206
record_format	dspace
spelling	sg-nus-scholar.10635-452062021-09-12T15:28:47Z Asset pricing, time-varying risk premia and interest rate risk Flannery, M.J. Hameed, A.S. Harjes, R.H. FINANCE & ACCOUNTING Asset pricing GARCH Interest rate risk Market risk Journal of Banking and Finance 21 3 315-335 JBFID 2013-10-11T08:14:10Z 2013-10-11T08:14:10Z 1997 Flannery, M.J., Hameed, A.S., Harjes, R.H. (1997). Asset pricing, time-varying risk premia and interest rate risk. Journal of Banking and Finance 21 (3) : 315-335. ScholarBank@NUS Repository. 03784266 http://scholarbank.nus.edu.sg/handle/10635/45206 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Asset pricing GARCH Interest rate risk Market risk
spellingShingle	Asset pricing GARCH Interest rate risk Market risk Flannery, M.J. Hameed, A.S. Harjes, R.H. Asset pricing, time-varying risk premia and interest rate risk
description	Journal of Banking and Finance
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Flannery, M.J. Hameed, A.S. Harjes, R.H.
author	Flannery, M.J. Hameed, A.S. Harjes, R.H.
author_sort	Flannery, M.J.
title	Asset pricing, time-varying risk premia and interest rate risk
title_short	Asset pricing, time-varying risk premia and interest rate risk
title_full	Asset pricing, time-varying risk premia and interest rate risk
title_fullStr	Asset pricing, time-varying risk premia and interest rate risk
title_full_unstemmed	Asset pricing, time-varying risk premia and interest rate risk
title_sort	asset pricing, time-varying risk premia and interest rate risk
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/45206
_version_	1712291553846755328

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

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