Model uncertainty and systematic risk in US banking
Lieven Baele; Valerie De Bruyckere; Olivier De Jonghe; Rudi Vander Vennet
| Year of publication: |
2015
|
|---|---|
| Authors: | Baele, Lieven ; De Bruyckere, Valerie ; De Jonghe, Olivier ; Vander Vennet, Rudi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 53.2015, p. 49-66
|
| Subject: | Bayesian Model Average | Banking risk | Bank stock returns | USA | United States | Bankrisiko | Bank risk | Bank | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income | Risiko | Risk | Portfolio-Management | Portfolio selection | CAPM |
| Extent: | graph. Darst. |
|---|---|
| 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/10011377693