Interest-rate risk factor and stock returns: a time-varying factor-loadings model

Author: Huang Peng   Hueng C. James  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.19, Iss.22, 2009-11, pp. : 1813-1824

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract