Bank stock return sensitivities to the long‐term and short‐term interest rates: a multivariate GARCH spproach
Autor: | Elyasiani, Elyas, Mansur, Iqbal |
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Zdroj: | Managerial Finance, 2004, Vol. 30, Issue 9, pp. 32-55. |
Databáze: | Emerald Insight |
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