Title GARCH-M estimates of variable risk premia for 180-day Australian bank bills / A. David McDonald, Jon D. Kendall and Tim I. A. Ridley

Published [Clayton, Vic.] : Dept. of Accounting and Finance, Monash University, [1992]

Copies

Location	Call no.	Vol.	Availability
ADPML SPLGA	657 Mon/Dpm	no.4/92	LIB USE ONLY

Description 26 pages : illustrations ; 30 cm Series Discussion paper / Monash University ; no. 4/92 Discussion paper (Monash University. Department of Accounting and Finance) ; no. 92/4 Bibliography Bibliography: pages 22-23 Subject Bills of exchange -- Australia -- Econometric models. Foreign exchange futures -- Australia -- Econometric models. Author Kendall, Jon D. Ridley, Tim I. A Monash University. Department of Accounting and Finance

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