Another look about the evolution of the risk premium: A VAR-GARCH-M model

  1. Iglesias, E.M.
  2. Phillips, G.D.A.
Journal:
Economic Modelling

ISSN: 0264-9993

Year of publication: 2003

Volume: 20

Issue: 4

Pages: 777-789

Type: Article

DOI: 10.1016/S0264-9993(02)00007-X GOOGLE SCHOLAR
Data source: Scopus