The asymmetric impact of portfolio mix on bank performance over the business cycle : U.S. and Canadian evidence
Dr. Christian Calmès (Correspondence author) (Département des sciences administratives, University du Québec (Outaouais), Campus St. Jérôme, St Jérôme, Québec, Canada, Chaire d’information financière et organisationnelle (UQAM)), Dr. Raymond Théoret (Département de finance, Université du Québec (Montréal), École des sciences de la gestion, Montréal, Québec, Chaire d’information financière et organisationnelle (UQAM), Université du Québec (Outaouais))
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Calmès, Christian ; Théoret, Raymond |
| Published in: |
Review of economics & finance. - Toronto : Better Advances Press, ISSN 1923-7529, ZDB-ID 2637191-1. - Vol. 6.2016, 2, p. 57-74
|
| Subject: | Bank | Diversification | Business cycles | Multivariate GARCH | GMM | Konjunktur | Business cycle | USA | United States | Kanada | Canada | Diversifikation | Schätzung | Estimation | ARCH-Modell | ARCH model | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
| 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/10011492625