Time-Varying Market, Interest Rate and Exchange Rate Risks of Thai Commercial Banks
Year of publication: |
2013
|
---|---|
Authors: | Sukcharoensin, Pariyada |
Published in: |
Asian Academy of Management Journal of Accounting and Finance. - Asian Academy of Management - AAM. - Vol. 9.2013, 1, p. 25-45
|
Publisher: |
Asian Academy of Management - AAM |
Subject: | banks | foreign exchange rate risk | GARCH | interest rate risk | market risk |
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