Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleGARCH-M estimates of variable risk premia for 180-day Australian bank bills.AuthorsMcDonald, A. David; Kendall, Jon D.AbstractEstimates risk premia, under the assumption of rational expectations and constant absolute risk aversion, for 180-day Australian bank bills. Interest rates; Risk aversion; Risk premia.SubjectsAUSTRALIA; BANK notes; RISK assessmentPublicationEconomic Record, 1993, Vol 69, Issue 204, p10ISSN0013-0249Publication typeArticleDOI10.1111/j.1475-4932.1993.tb01794.x