Effect of 9/11 on the conditional time-varying equity risk premium : evidence from developed markets
Mahfuzul Haque; Imen Kouki
| Year of publication: |
2009
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|---|---|
| Authors: | Haque, Mahfuzul ; Kouki, Imen |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 10.2009, 3, p. 261-276
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| Subject: | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| 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/10009523731