Conditional risk and return in bank holding company stocks: a factor- GARCH approach

Jonathan A. Neuberger

No 56, Proceedings from Federal Reserve Bank of Chicago

Keywords: Bank holding companies; Bank stocks; Bank investments (search for similar items in EconPapers)
Pages: 629-648
Date: 1994
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Citations: View citations in EconPapers (3)

Published in Conference on Bank Structure and Competition (1994 : 30th)

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