Leung, W.S.; Taylor, N.; Evans, K.P. - In: Journal of International Financial Markets, … 34 (2015) C, pp. 277-293
We investigate whether US bank holding company fundamental characteristics are related to bank risk over a period that covers the recent 2007–09 financial crisis. We extend prior studies to consider bank equity risk exposure to market-wide default risk, the structured finance market, and the...