Conditional risk and return in bank holding company stocks: a factor- GARCH approach
| Year of publication: |
1994
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|---|---|
| Authors: | Neuberger, Jonathan A. |
| Institutions: | Federal Reserve Bank of San Francisco |
| Subject: | Risk | Bank stocks | Stock - Prices | Bank holding companies | Econometric models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 94-02 |
| Source: |
Persistent link: https://www.econbiz.de/10005078258