ID | 351214 |
Title Proper | Multi-index garch approach on the impact of risk factors on the returns and volatility of banking stocks in India |
Language | ENG |
Author | Bhattacharya (Basabi) ; Sinha (Tanima Niyogi) |
`In' analytical Note | Asian African Journal of Economics and Econometrics 11(2) Dec 2011pp357-374 |
Journal Source | Asian African Journal of Economics and Econometrics 11(2) Dec 2011pp357-374 |
Classification Number | X62 |
Key Words | GARCH ; Bank stocks ; Market risk ; Interest rate risk ; Exchange rate risk ; Financial Accounting variables |