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

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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/33545/1/33545%20IR.pdf
http://psasir.upm.edu.my/id/eprint/33545/
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id my.upm.eprints.33545
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spelling my.upm.eprints.335452015-08-24T04:57:43Z http://psasir.upm.edu.my/id/eprint/33545/ Financial volatility and bank stock returns: an Armax-Garch-M modelling Hooy, Chee Wooi Tan, Hui Boon Faculty of Economics and Management, UPM 2003 Conference or Workshop Item NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/33545/1/33545%20IR.pdf Hooy, Chee Wooi and Tan, Hui Boon (2003) Financial volatility and bank stock returns: an Armax-Garch-M modelling. In: Seminar FEP 2001, 1-5 Oct. 2001, Cherating, Kuantan, Pahang. (pp. 309-330). (Unpublished)
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
format Conference or Workshop Item
author Hooy, Chee Wooi
Tan, Hui Boon
spellingShingle Hooy, Chee Wooi
Tan, Hui Boon
Financial volatility and bank stock returns: an Armax-Garch-M modelling
author_facet Hooy, Chee Wooi
Tan, Hui Boon
author_sort Hooy, Chee Wooi
title Financial volatility and bank stock returns: an Armax-Garch-M modelling
title_short Financial volatility and bank stock returns: an Armax-Garch-M modelling
title_full Financial volatility and bank stock returns: an Armax-Garch-M modelling
title_fullStr Financial volatility and bank stock returns: an Armax-Garch-M modelling
title_full_unstemmed Financial volatility and bank stock returns: an Armax-Garch-M modelling
title_sort financial volatility and bank stock returns: an armax-garch-m modelling
publisher Faculty of Economics and Management, UPM
publishDate 2003
url http://psasir.upm.edu.my/id/eprint/33545/1/33545%20IR.pdf
http://psasir.upm.edu.my/id/eprint/33545/
_version_ 1643830905221939200
score 13.211869

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