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A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions

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  • Brooks, Robert D.
  • Faff, Robert W.
  • Yew, Kee Ho

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  • Brooks, Robert D. & Faff, Robert W. & Yew, Kee Ho, 1997. "A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 197-219, February.
    • Handle: RePEc:eee:jbfina:v:21:y:1997:i:2:p:197-219
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    Cited by:

    1. Susan Ryan & Andrew C. Worthington, 2002. "Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach," School of Economics and Finance Discussion Papers and Working Papers Series 112, School of Economics and Finance, Queensland University of Technology.
    2. Don U. A. Galagedera & Robert Faff, 2005. "Modeling The Risk And Return Relation Conditional On Market Volatility And Market Conditions," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 75-95.
    3. Piotr Wdowinski, 2004. "Determinants of Country Beta Risk in Poland," CESifo Working Paper Series 1120, CESifo.
    4. Xiangnan Meng & Xin Deng, 2013. "Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 77-106, March - J.
    5. Ali Awartany & Khaled Alzubi, 2020. "The Determinants of Bank Risk Taking: Evidence From Jordan," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(6), pages 100-115, December.
    6. Milan Hrdý & Markéta Pláničková, 2019. "Meaning and Problems of Identification of Beta Coefficient When Valuing Financial Institutions," Prague Economic Papers, Prague University of Economics and Business, vol. 2019(4), pages 479-495.
    7. repec:prg:jnlpep:v:preprint:id:704:p:1-17 is not listed on IDEAS
    8. Chaoshin Chiao & Ken Hung & Gladson Nwanna, 2004. "Beta Instability of Firms: The Case of the Taiwan Stock Market During Its Financial Development," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(1), pages 37-61, January.
    9. Yum K. Kwan & Francis T. Lui, 2000. "Deregulation, Profit, and Cost in Commercial Banking: The Case of Hong Kong," NBER Chapters, in: Deregulation and Interdependence in the Asia-Pacific Region, pages 305-325, National Bureau of Economic Research, Inc.

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