Similar Search Results

Time-varying systematic and idiosyncratic risk exposures of US bank holding companies

Bessler, Wolfgang; Kurmann, Philipp; Nohel, Tom - In: Journal of international financial markets, … 35 (2015), pp. 45-68

Persistent link: https://www.econbiz.de/10011474687

The stock-market reaction to dividend cuts and omissions by commercial banks

Bessler, Wolfgang - In: Journal of banking & finance 20 (1996) 9, pp. 1485-1508

Persistent link: https://www.econbiz.de/10001207829

Asymmetric information, dividend reductions, and contagion effects in bank stock returns

Bessler, Wolfgang; Nohel, Tom - In: Journal of banking & finance 24 (2000) 11, pp. 1831-1848

Persistent link: https://www.econbiz.de/10001521582

Time-Varying Systematic and Idiosyncratic Risk Exposures of US Bank Holding Companies

Bessler, Wolfgang - 2014

We study the time-varying risk exposures of US bank holding companies for the 1986 to 2012 period by decomposing total bank risk into systematic banking-industry risk, systematic market-wide risk, and idiosyncratic bank risk. Banking-industry risk factors directly relate to the banks' financial...

Persistent link: https://www.econbiz.de/10013043226