Conditional risk and return in bank holding company stocks: a factor- GARCH approach
| Year of publication: |
1994
|
|---|---|
| Authors: | Neuberger, Jonathan A. |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Bank holding companies | Bank stocks | Bank investments |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Conference on Bank Structure and Competition (1994 : 30th) Number 56 629 pages long648 |
| Source: |
Persistent link: https://www.econbiz.de/10010724301