2   Artículos

 
en línea
Hira Aftab and A. B. M. Rabiul Alam Beg    
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. The model al... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Chia-Lin Chang, Michael McAleer and Chien-Hsun Wang    
It is well known that there is an intrinsic link between the financial and energy sectors, which can be analysed through their spillover effects, which are measures of how the shocks to returns in different assets affect each other?s subsequent volatilit... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

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