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~isPartOf:"Asian Economic and Financial Review"
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Saudi Arabian Commercial Banks‘ Market-Risk Sensitivity: A View Through Rolling Sub- Samples
Budd, Bruce Q.
;
Al-Sugair, Firas Ali
;
Al-Salloum, …
- In:
Asian Economic and Financial Review
2
(
2012
)
4
,
pp. 523-537
capture daily valuation swings caused by market-moving events over time.
Alpha
values are calculated using the CAPM enabling …
Persistent link: https://www.econbiz.de/10010604462
Saved in:
2
SAUDI ARABIAN COMMERCIAL BANKS MARKET-RISK SENSITIVITY: A VIEW THROUGH ROLLING SUB- SAMPLES
Budd, Bruce Q.
;
Al-Sugair, Firas Ali
;
Al-Salloum, …
- In:
Asian Economic and Financial Review
2
(
2012
)
4
,
pp. 450-464
capture daily valuation swings caused by market-moving events over time.
Alpha
values are calculated using the CAPM enabling …
Persistent link: https://www.econbiz.de/10010567113
Saved in:
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