Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
Year of publication: |
2000
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Authors: | Tai, Chu-sheng |
Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 10.2000, 3/4, p. 397-420
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Subject: | Risikoprämie | Risk premium | Zinsrisiko | Interest rate risk | Währungsrisiko | Exchange rate risk | Bank | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | USA | United States | 1987-1998 |
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