Elyasiani, Elyas; Mansur, Iqbal - In: Review of Quantitative Finance and Accounting 25 (2005) 2, pp. 183-206
This study has two purposes. First, it estimates the market, interest rate, and exchange rate sensitivities (betas) of the Japanese banking institutions. Second, it investigates the relationship between the market-based measures of risk and accounting-based financial ratios. We extend the...