Showing 91 - 100 of 182
Persistent link: https://www.econbiz.de/10006981343
Persistent link: https://www.econbiz.de/10006981354
Persistent link: https://www.econbiz.de/10008355638
Persistent link: https://www.econbiz.de/10008356146
Persistent link: https://www.econbiz.de/10008356294
Persistent link: https://www.econbiz.de/10006450557
This paper uses GARCH (1,1)-M modelling to examine the relationships between the systematic risk and the stock return in the banking industry in Taiwan, Hong Kong, and China from 1995 through 2003. The banking industry comprises the large banks and the small-medium size banks. A comparison of...
Persistent link: https://www.econbiz.de/10012738752
This article evaluates equity value by option pricing model taking a consolidated financial institute as a new portfolio to analyze consolidated situation of risk and equity value. Besides finding how the banks selecting portfolio to maximizing net equity value subject to capital regulation...
Persistent link: https://www.econbiz.de/10012708250
Persistent link: https://www.econbiz.de/10007260500
Persistent link: https://www.econbiz.de/10007190003