Learning banks' exposure to systematic risk : evidence from the financial crisis of 2008
Year of publication: |
2014
|
---|---|
Authors: | Viale, Ariel M. ; Madura, Jeff |
Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 37.2014, 1, p. 75-97
|
Subject: | Bankgeschäft | Banking services | Bankrisiko | Bank risk | Finanzkrise | Financial crisis | Markov-Kette | Markov chain | CAPM | Schätzung | Estimation | 1973-2007 |
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