Risk-free rate effects on conditional variances and conditional correlations of stock returns
Alessandro Palandri
| Year of publication: |
2014
|
|---|---|
| Authors: | Palandri, Alessandro |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 25.2014, p. 95-111
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| Subject: | Conditional variance | Conditional correlations | Interest rate | Capital asset pricing model | Sequential conditional correlations | Korrelation | Correlation | CAPM | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Zins | Varianzanalyse | Analysis of variance | Theorie | Theory | Portfolio-Management | Portfolio selection |
| 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://ebvufind01.dmz1.zbw.eu/10010462056