1 A GARCH option pricing model with α-stable innovations
Christian Menna, , , Svetlozar T. Rachev
European Journal of Operational Research
Volume 163, Issue 1, 16 May 2005, Pages 201-209
Financial Modelling and Risk Management
http://www.sciencedirect.com/science/article/pii/S0377221704000098

2 Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model
Elyas Elyasiani , Iqbal Mansurb
Journal of Banking & Finance
Volume 22, Issue 5, May 1998, Pages 535-563
http://www.sciencedirect.com/science/article/pii/S037842669800003X

3 Analysis of the Interest Rate Sensitivity of Common Stocks
Frank K . Reilly , David J . Wright , and Robert R . Johnson
The Journal of Portfolio Management Spring 2007, Vol. 33, No. 3: pp. 85-107
DOI: 10.3905/jpm.2007.684757
http://www.iijournals.com/doi/abs/10.3905/jpm.2007.684757