Is there a too-big-to-fail discount in excess returns on German banks' stocks?
Year of publication: |
2015
|
---|---|
Authors: | Nitschka, Thomas |
Publisher: |
Zurich : Swiss National Bank |
Subject: | banking sector | multifactor models | risk factors | risk premia | Risikoprämie | Risk premium | Bank | Deutschland | Germany | Kapitaleinkommen | Capital income | Schätzung | Estimation | Bankrisiko | Bank risk | Risiko | Risk | CAPM |
Extent: | 22 S. graph. Darst. |
---|---|
Series: | SNB working papers. - Zurich, ISSN 1660-7716, ZDB-ID 2143387-2. - Vol. 2015,8 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Parallel als Online-Ausg. erschienen |
Source: | ECONIS - Online Catalogue of the ZBW |
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