Adrangi, Bahram; Chatrath, Arjun; Kolay, Madhuparna; … - In: Journal of risk and financial management : JRFM 14 (2021) 3/114, pp. 1-18
This study examines the reaction of the Standard and Poor's Regional Bank Index (SPRB) to the U.S. equity market fear … confidence and capacity utilization are accounted for, there is a negative association between the VIX and regional bank …