Measuring Risks of Deposit Institutions (Financial Sector of the American Economy) - Frank M. Song .pdf .fb2 .epub electroinc books

Measuring Risks of Deposit Institutions (Financial Sector of the American Economy) by Frank M. Song

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Ch. I. Introduction -- Ch. II. The Macroeconomic Risks of Deposit Institutions. 1. The Arbitrage Pricing Theory (APT). 2. Model Specification and Estimation Method. 3. The Sample Data. 4. Empirical Results -- Ch. III. The Two-Factor ARCH Model for Deposit-Institution Stocks. 1. The Multi-Factor Asset Pricing Model. 2. Model Specification and Estimation. 3. The Sample Data. 4. Empirical Specification and Results. 5. Discussion of the Empirical Results -- Ch. IV. The Changing Risks of Banks: A Moving Regression Approach -- 1. Introduction. 2. Empirical Methodology and Data. 3. Empirical Results.


ISBN: 0815316844

Rating: 4.5/5

Votes: 487

Format: odf, lit, fb2, ibooks, mobi, cb7, azf

ISBN13: 978-0815316848

Publisher: Garland Pub. (March 1, 1994)

Language: English

Subcategory: Economics

Measuring Risks of Deposit Institutions  (Financial Sector of the American Economy)
Business & Money
Author: Frank M. Song
Title: Measuring Risks of Deposit Institutions (Financial Sector of the American Economy)