LATHA, K. .; GUPTA, S. .; GHOSH, R. . Interest Rate Volatility and Stock Returns: A GARCH (1,1) Model. Ramanujan International Journal of Business and Research, [S. l.], v. 2, n. 1, p. 57–74, 2017. DOI: 10.51245/rijbr.v2i1.2017.133. Disponível em: https://rijbr.in/1/article/view/133. Acesso em: 23 nov. 2024.