Allegret, Jean-Pierre; RAYMOND, Helene; rharrabti, houda - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2014
This paper analyzes the influence of successive crises, including the recent European sovereign debt crisis, on banks’ equity returns for 11 countries. Our data span the period December 14th 2007-March 8th 2013 that encompasses different episodes of economic and financial turmoil since the...