Default risk and equity prices in the US banking sector : regime switching effects of regulatory changes
Angelos Kanas
| Year of publication: |
2014
|
|---|---|
| Authors: | Kanas, Angelos |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 33.2014, p. 244-258
|
| Subject: | Default risk | z-Score | PCA | TARP | Regime-switching | Kreditrisiko | Credit risk | Bankenregulierung | Bank regulation | USA | United States | Insolvenz | Insolvency | Börsenkurs | Share price | Bankrisiko | Bank risk | Bank | Bankenkrise | Banking crisis |
| 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/10011299832