TIME VARIATION OF THE AUSTRALIAN DOLLAR RISK PREMIUM: A GARCH-M MODEL.
| Year of publication: |
1990
|
|---|---|
| Authors: | KENDALL, J.D. ; MCDONALD, D. |
| Institutions: | School of Economics and Finance, Tasmanian School of Business and Economics |
| Subject: | economic equilibrium | economic models | financial policy |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 17 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005631038