Asset Pricing with a Bank Risk Factor
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DOI: 10.1111/jmcb.12473
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- António Rua & João Pedro Pereira, 2012. "Asset pricing with a bank risk factor," Working Papers w201202, Banco de Portugal, Economics and Research Department.
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More about this item
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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