Bank stocks, risk factors, and tail behavior
Huan Yang, Jun Cai, Lin Huang, Alan J. Marcus
| Year of publication: |
2021
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|---|---|
| Authors: | Yang, Huan ; Cai, Jun ; Huang, Lin ; Marcus, Alan J. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 63.2021, p. 203-229
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| Subject: | Bank stocks | Loan loss provisions | Risk factors | Upper and lower tail risks | Bank | Bankrisiko | Bank risk | Risiko | Risk | Risikomaß | Risk measure | Risikomanagement | Risk management | Börsenkurs | Share price | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259284