Time-varying conditional beta, return spillovers, and dynamic bank diversification strategies
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DOI: 10.1016/j.qref.2020.06.007
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More about this item
Keywords
Bank; Beta; Diversification; Spillover;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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