Time-Varying Market, Interest Rate, and Exchange Rate Risk Premia in the U.S. Commercial Bank Stock Returns
Year of publication: |
[2021]
|
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Authors: | Tai, Chu-Sheng |
Publisher: |
[S.l.] : SSRN |
Subject: | USA | United States | Bank | Risikoprämie | Risk premium | Währungsrisiko | Exchange rate risk | Kapitaleinkommen | Capital income | Zinsrisiko | Interest rate risk | Zins | Interest rate | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Multinational Financial Management, Vol. 10, No. 3-4, Pages 397-420, 2000 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2000 erstellt |
Classification: | C32 - Time-Series Models ; G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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