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

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