Financial volatility and bank stock returns: an
Armax-Garch-M modelling

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Financial volatility and bank stock returns: an Armax-Garch-M modelling

Bibliographic Details
Main Authors:	Hooy, Chee Wooi, Tan, Hui Boon
Format:	Conference or Workshop Item
Language:	English
Published:	Faculty of Economics and Management, UPM 2003
Online Access:	http://psasir.upm.edu.my/id/eprint/33545/ http://psasir.upm.edu.my/id/eprint/33545/1/33545%20IR.pdf

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