Financial volatility and bank stock returns: an Armax-Garch-M modelling
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
Faculty of Economics and Management, UPM
2003
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| Online Access: | http://psasir.upm.edu.my/id/eprint/33545/ http://psasir.upm.edu.my/id/eprint/33545/1/33545%20IR.pdf |