recommendations. Among them, we encourage policymakers and bank owners, and managers to develop efficient interest rate risk policies …

Bank stocks by developing and estimating a multi-factor model under both unconditional and conditional frameworks. Three … evidence of exchange rate risk is found in both large bank and regional bank stocks in the conditional three-factor model with … conditional first and second moments of bank portfolio returns and risk factors are estimated simultaneously show strong evidence …

of deposit insurance as a function of capital-asset ratio for a bank with demand liabilities and longer term, default …