Default risk and equity prices in the US banking sector : regime switching effects of regulatory changes
Year of publication: |
2014
|
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Authors: | Kanas, Angelos |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 244-258
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Subject: | Default risk | z-Score | PCA | TARP | Regime-switching | Kreditrisiko | Credit risk | Börsenkurs | Share price | USA | United States | Bank | Insolvenz | Insolvency | Risikoprämie | Risk premium | Bankenregulierung | Bank regulation | Schätzung | Estimation | Bankrisiko | Bank risk |
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