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ID351214
Title ProperMulti-index garch approach on the impact of risk factors on the returns and volatility of banking stocks in India
LanguageENG
AuthorBhattacharya (Basabi) ;  Sinha (Tanima Niyogi)
`In' analytical NoteAsian African Journal of Economics and Econometrics 11(2) Dec 2011pp357-374
Journal SourceAsian African Journal of Economics and Econometrics 11(2) Dec 2011pp357-374
Classification NumberX62
Key WordsGARCH ;  Bank stocks ;  Market risk ;  Interest rate risk ;  Exchange rate risk ;  Financial Accounting variables