Time varying country risk: An assessment of alternative modelling techniques

European Journal of Finance

Volumn 8, Issue 3, 2002, Pages 249-274

  Brooks, R D ^a   Faff, R W ^a   McKenzie, M ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

Country Risk; Garch; Kalman Filter; Time

Indexed keywords

EID: 12144263819     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470110074837     Document Type: Article

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