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Bank stock returns, leverage and the business cycle

Yang, Jing; Tsatsaronis, Kostas - In: BIS quarterly review : international banking and … (2012), pp. 45-59

Persistent link: https://www.econbiz.de/10009519723

Equity premia as low as three percent? : Evidence from analysts' earnings forecasts for domestic and international stock markets

Claus, James; Thomas, Jacob - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1629-1666

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Do macroeconomic factors help in predicting international equity risk premia? : Testing the out-of-sample accuracy of linear and nonlinear forecasts

Dropsy, Vincent - In: The journal of applied business research 12 (1996) 3, pp. 120-132

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Stock returns and volatility : international evidence

Paudyal, Krishna; Saldanha, Liesl - In: Advances in Pacific Basin financial markets 5 (1999), pp. 229-258

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Movements in the equity premium

Blanchard, Olivier - In: Brookings papers on economic activity : BPEA (1993), pp. 75-118

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Bank Stock Returns, Leverage and the Business Cycle

Tsatsaronis, Kostas - 2013

The returns on bank stocks rise and fall with the business cycle, making bank equity financing cheaper in the boom and dearer during a recession. This provides support for prudential tools that give incentives for banks to build capital buffers at times when the cost of equity is lower. In...

Persistent link: https://www.econbiz.de/10013090675