Asset Pricing With a Bank Risk Factor

Journal of Money, Credit and Banking - United States
doi 10.1111/jmcb.12473
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Asset Pricing With a Factor-Arch Covariance Structure

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
1990English

Asset Pricing With Horizon-Dependent Risk Aversion

SSRN Electronic Journal
2014English

The Role of Illiquidity Risk Factor in Asset Pricing Models: Malaysian Evidence

Jurnal Pengurusan
AccountingManagementInternational ManagementBusiness
2007English

Coskewness Risk Decomposition, Covariation Risk, and Intertemporal Asset Pricing

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2018English

Production-Based Measures of Risk for Asset Pricing

Journal of Monetary Economics
EconomicsEconometricsFinance
2010English

International Asset Pricing With Recursive Preferences

Journal of Finance
AccountingEconomicsEconometricsFinance
2013English

Probability Weighting and Default Risk: A Solution for Asset Pricing Puzzles

SSRN Electronic Journal
2018English

Heterogeneous Beliefs, Risk, and Learning in a Simple Asset-Pricing Model With a Market Maker

Macroeconomic Dynamics
EconomicsEconometrics
2003English

A General-Equilibrium Asset-Pricing Approach to the Measurement of Nominal and Real Bank Output

2008English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy