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The Fundamental Determinants of Risk In Banking
Rosenberg, Barr - 1978
This study is concerned with establishing the determinants of banks' exposure to risk and with predicting risk in banking. Using the COMPUSTAT data base, prediction rules have been developed for two aspects of risk: systematic risk (risk that is related to covariance with the market portfolio)...
Persistent link: https://www.econbiz.de/10012478884
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Portfolio serial correlation and nonsynchronous trading
Perry, Philip R. - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 517-523
Persistent link: https://www.econbiz.de/10001007342
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The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr - 1972
Persistent link: https://www.econbiz.de/10001368376
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Bifurcated vs. single injury determination in USITC antidumping investigations
Hartigan, James C. - In: Journal of international economic integration 5 (1990) 1, pp. 47-63
Persistent link: https://www.econbiz.de/10001156520
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Are subsidies more dangerous than dumping? : Evidence from wealth effects for the steel industry
Hartigan, James C. - In: Journal of economic integration 9 (1994) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10001159263
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The value of administered protection : a capital market approach
Hartigan, James C. - In: The review of economics and statistics 68 (1986) 4, pp. 610-617
Persistent link: https://www.econbiz.de/10001023455
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The injury determination category and the value of relief from dumping
Hartigan, James C. - In: The review of economics and statistics 71 (1989) 1, pp. 183-186
Persistent link: https://www.econbiz.de/10001064387
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The Fundamental Determinants of Risk in Banking
Rosen, Barry - 2008
This study is concerned with establishing the determinants of banks' exposure to risk and with predicting risk in banking. Using the COMPUSTAT data base, prediction rules have been developed for two aspects of risk: systematic risk (risk that is related to covariance with the market portfolio)...
Persistent link: https://www.econbiz.de/10012774866
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The prediction of systematic risk
Rosenberg, Barr; Guy, James - 1975
Persistent link: https://www.econbiz.de/10000969734