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Convergence and risk-return linkages across financial service firms · Study

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ArticleConvergence and risk-return linkages across financial service firms

Elyas Elyasiani2006

Article2006

Convergence and risk-return linkages across financial service firms

Elyas Elyasiani · Iqbal Mansur · Michael S. Pagano

69 citations·0/0 files stored·Journal of Banking & Finance

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Financial Risk and Volatility Modeling Banking stability, regulation, efficiency Market Dynamics and Volatility

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1981Credit Rationing in Markets with Imperfect Information 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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Year2006

Typearticle

Published2006-12-02

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations69

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.jbankfin.2006.10.006

openalex_workW2076560906

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2016Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets

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