Exchange Rate and Interest Rate Exposure of UK Industries Using Ar(1)- Egarch-M Approach

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@article{ad8c13984d8647a390f020ce8b1e0495,

title = "Exchange Rate and Interest Rate Exposure of UK Industries Using Ar(1)- Egarch-M Approach",

author = "M Olugbode and J Pointon and AAT El-Masry",

year = "2011",

month = jan,

day = "1",

doi = "10.2139/ssrn.1934552",

language = "English",

volume = "0",

journal = "SSRN Electronic Journal",

issn = "1556-5068",

number = "0",

}