Work

Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms

Year: 2014

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2014.04.006

Authors: Md Akhtaruzzaman, Abul Shamsuddin, Steve Easton

Institution: University of Newcastle Australia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2081466705

FWCI: 3.661

Cites: 50

Cited by: 31

Related to: 10