Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
Md Akhtaruzzaman; Abul Shamsuddin; Steve Easton
| Year of publication: |
2014
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|---|---|
| Authors: | Akhtaruzzaman, Md. ; Shamsuddin, Abul ; Easton, Steve |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 31.2014, p. 378-396
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| Subject: | Financial firms | Interest rate risk | Dynamic conditional correlation | Zinsrisiko | Korrelation | Correlation | Australien | Australia | USA | United States | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Zins | Interest rate | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011299306