Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Interest rate; Volatility; Exchange rate; Multivariate GARCH
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2008 | Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |