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Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns

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  • Tai, Chu-Sheng

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  • Tai, Chu-Sheng, 2000. "Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 397-420, December.
    • Handle: RePEc:eee:mulfin:v:10:y:2000:i:3-4:p:397-420
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