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| Tekijä: | |
| Otsikko: | U.S. banking sector risk in an era of regulatory change: A bivariate GARCH approach |
| Lehti: | Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 17-43 |
| Asiasana: | Banking Regulations Risk Models USA |
| Kieli: | eng |
| Tiivistelmä: | The paper assesses the impact of regulatory change on the risk and returns of the U.S. banking industry. The impact of 5 major regulatory changes on banking sector risk was assessed using daily data for 18 major U.S. regional banks, money center banks and savings and loan type depository institutions. |
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