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%0 Journal Article
%1 Iglesias2003
%A Iglesias, Emma M.
%A Phillips, Garry D. A.
%D 2003
%J Economic Modelling
%K GARCH Multivariate
%N 4
%P 777--789
%T Another look about the evolution of the risk premium: a VAR-GARCH-M model
%U http://www.sciencedirect.com/science/article/B6VB1-45PK3B4-1/1/3ad55bf08bf6cc1d92973bd424d0aed8
%V 20
@article{Iglesias2003,
added-at = {2008-04-28T13:05:01.000+0200},
author = {Iglesias, Emma M. and Phillips, Garry D. A.},
biburl = {https://www.bibsonomy.org/bibtex/25992e130b932d0546e2b160533404acc/smicha},
interhash = {f5929318fc95b7192a4b2d493e896388},
intrahash = {5992e130b932d0546e2b160533404acc},
journal = {Economic Modelling},
keywords = {GARCH Multivariate},
month = Jul,
number = 4,
pages = {777--789},
timestamp = {2008-04-28T13:10:41.000+0200},
title = {Another look about the evolution of the risk premium: a VAR-GARCH-M model},
url = {http://www.sciencedirect.com/science/article/B6VB1-45PK3B4-1/1/3ad55bf08bf6cc1d92973bd424d0aed8},
volume = 20,
year = 2003
}
