The Fundamental Determinants of Risk In Banking
收藏NBER1978-07-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w0265
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资源简介:
This study is concerned with establishing the determinants of banks' exposure to risk and with predicting risk in banking. Using the COMPUSTAT data base, prediction rules have been developed for two aspects of risk: systematic risk (risk that is related to covariance with the market portfolio) and
提供机构:
美国国家经济研究局
创建时间:
1978-07-01



