The determinants of bank's stock volatility
Year of publication: |
2020
|
---|---|
Authors: | Topaloğlu, Emre Esat ; Sakur, Reşat ; Yaman, Serdar |
Published in: |
Evoluation of money, banking and financial crisis : history, theory and policy. - Berlin : Peter Lang GmbH, ISBN 978-3-631-81793-3. - 2020, p. 323-338
|
Subject: | banks stock | volatility | GARCH models | panel data analysis | Volatilität | Volatility | Bank | ARCH-Modell | ARCH model | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | Panel | Panel study | Kapitaleinkommen | Capital income |
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