Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007 - 2011
Taufiq Choudry; Ranadeva Jayasekera
| Year of publication: |
2012
|
|---|---|
| Authors: | Choudry, Taufiq ; Jayasekera, Ranadeva |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 25.2012, p. 106-116
|
| Subject: | Asymmetric effect | Time-varying beta | BEKK | Market efficiency | Asset mispricing | Finanzkrise | Financial crisis | Effizienzmarkthypothese | Efficient market hypothesis | Bank | Großbritannien | United Kingdom | ARCH-Modell | ARCH model | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009688133