Estimating banks' equity duration : a panel cointegration approach
Abdulnasser Hatemi-J and Eduardo D. Roca
| Year of publication: |
2008
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|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Roca, Eduardo |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 13/15, p. 1173-1180
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| Subject: | Bank | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Dauer | Duration | Schätzung | Estimation | Kointegration | Cointegration | USA | United States | Kanada | Canada | Großbritannien | United Kingdom | Australien | Australia |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003760234