Time-varying market, interest rate and exchange rate risk in Australian bank portfolio stock returns...
Time-varying market, interest rate and exchange rate risk in Australian bank portfolio stock returns : a Garch-M approach / by Suzanne K. Ryan and Andrew Worthington.
About this item
Full title
Author / Creator
Publisher
Brisbane : Queensland University of Technology, School of Economics and Finance, 2002.
Date
2002.
Call Numbers
TQ039649
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
23 p. ; 21 cm.
Publication information
Publisher
Brisbane : Queensland University of Technology, School of Economics and Finance, 2002.
Place of Publication
Queensland
Date Published
2002.
Subjects
More information
Alternative Titles
Full title
Time-varying market, interest rate and exchange rate risk in Australian bank portfolio stock returns : a Garch-M approach / by Suzanne K. Ryan and Andrew Worthington.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Discussion paper / Queensland University of Technology, School of Economics and Finance, 1324-5910 ; no. 112.
Cover title.
Series edited by: Dr Andrew Worthington.
Bibliography: p. 20-23.
Identifiers
Primary Identifiers
Call Numbers
TQ039649
Record Identifier
74Vv4rebmLgg
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74Vv4rebmLgg
Other Identifiers
DDC
330.05/ 11 no. 112
MMS ID
991015506979702626
