The association between market and exchange rate risks and accounting variables: a GARCH model of the Japanese banking institutions
Elyas Elyasiani, Iqbal Mansur
| Year of publication: |
2005
|
|---|---|
| Authors: | Elyasiani, Elyas ; Mansur, Iqbal |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 25.2005, 2, p. 183-206
|
| Subject: | Bank | Bankrisiko | Bank risk | Währungsrisiko | Exchange rate risk | Bilanzstrukturmanagement | Asset-liability management | ARCH-Modell | ARCH model | Japan |
| 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/10003124839