The commercial bank leverage factor in U.S. asset prices
Year of publication: |
2022
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Authors: | Mihai, Marius M. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 86.2022, p. 156-171
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Subject: | Commercial bank leverage factor | Credit boom probability | Cross-section of returns | Risk-premium | Sharpe ratio | Bank | USA | United States | Kapitaleinkommen | Capital income | CAPM | Kapitalstruktur | Capital structure | Portfolio-Management | Portfolio selection | Kredit | Credit | Kapitalmarkttheorie | Financial economics | Börsenkurs | Share price | Kreditgeschäft | Bank lending |
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