MODELING STRUCTURAL AND TEMPORAL VARIATION IN THE MARKETS VALUATION OF BANKING FIRMS

被引:41
作者
KANE, EJ
UNAL, H
机构
[1] NATL BUR ECON RES,CAMBRIDGE,MA 02138
[2] UNIV MARYLAND,FINANCE,COLLEGE PK,MD 20742
关键词
D O I
10.2307/2328812
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:113 / 136
页数:24
相关论文
共 26 条
[1]  
Benston G.J, 1986, PERSPECTIVES SAFE SO
[2]   ACCESS TO DEPOSIT INSURANCE, INSOLVENCY RULES AND THE STOCK RETURNS OF FINANCIAL INSTITUTIONS [J].
BRICKLEY, JA ;
JAMES, CM .
JOURNAL OF FINANCIAL ECONOMICS, 1986, 16 (03) :345-371
[3]  
BUSER SA, 1981, J FINANC, V36, P355
[4]  
Chance D. M., 1980, J FINANC RES, V3, P49
[5]   THE EFFECT OF INTEREST-RATE CHANGES ON THE COMMON-STOCK RETURNS OF FINANCIAL INSTITUTIONS [J].
FLANNERY, MJ ;
JAMES, CM .
JOURNAL OF FINANCE, 1984, 39 (04) :1141-1153
[6]  
FORDE JP, 1987, AM BANKER, P152
[7]  
Goldfeld S., 1973, ANN ECON SOC MEAS, V2, P475
[8]  
Goldfeld SM, 1972, NONLINEAR METHODS EC
[9]  
Goldfield S.M., 1966, COMMERCIAL BANK BEHA
[10]  
*IBB ASS, 1986, STOCKS BONDS BILLS I