Extension of the Fama and French model : a study of the largest European financial institutions
Year of publication: |
2020
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Authors: | Jareño, Francisco ; González Pérez, María de la O ; Escolástico, Alba M. |
Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 1240-8093, ZDB-ID 1232628-8. - Vol. 164.2020, p. 115-139
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Subject: | Financial institutions | Europe | Risk factors | Interest rates | Stock returns | Quantile regression | Kapitaleinkommen | Capital income | Europa | EU-Staaten | EU countries | CAPM | Zins | Interest rate | Schätzung | Estimation |
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