Browsing Publications Hosted at Saint Mary’s by Author "Li, Wei-Xuan"

Browsing Publications Hosted at Saint Mary’s by Author "Li, Wei-Xuan"

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    Time-varying equity index and bond market premia in China 
    Li, Wei-Xuan; Vishwakarma, Vijay Kumar (Atlantic Schools of Business, 2010)
    This study finds time-varying risk premia for Shanghai and Shenzhen composite indices and T-bills in China. We use Bollerslev, Engle, and Wooldridge’s (1988) multivariate GARCH in mean to estimate the time-varying risk ...

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