An investigation of the impact of interest rates and interest rate volatility on Australian financial sector stock return distributions
Year of publication: |
2005-06-01
|
---|---|
Authors: | Faff, Robert W. ; Hodgson, Allan ; Kremmer, Michael L. |
Publisher: |
Wiley-Blackwell Publishing |
Subject: | Interest rate risk | Australian financial sector | Regulatory change | GARCH-M |
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