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Banking Firm, Equity and Value at Risk

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  • Udo Broll
  • Anna Sobiech
  • Jack E. Wahl

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Suggested Citation

  • Udo Broll & Anna Sobiech & Jack E. Wahl, 2012. "Banking Firm, Equity and Value at Risk," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(4), December.
    • Handle: RePEc:wyz:journl:id:269
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    File URL: http://ce.vizja.pl/en/download-pdf/id/269
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    References listed on IDEAS

    as
    1. Udo Broll & Kit Wong, 2010. "Banking firm and hedging over the business cycle," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 9(1), pages 29-33, April.
    2. Barbara Czarniawska, 2012. "Operational Risk, Translation, and Globalization," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(2), June.
    3. Wong, Kit Pong, 2011. "Regret theory and the banking firm: The optimal bank interest margin," Economic Modelling, Elsevier, vol. 28(6), pages 2483-2487.
    4. Broll, Udo & Eckwert, Bernhard & Eickhoff, Andreas, 2012. "Financial intermediation and endogenous risk in the banking sector," Economic Modelling, Elsevier, vol. 29(5), pages 1618-1622.
    5. Xavier Freixas & Jean-Charles Rochet, 2008. "Microeconomics of Banking, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262062704, April.
    6. Katerina Simons, 2000. "Use of value at risk by institutional investors," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 21-30.
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    Cited by:

    1. Broll Udo & Förster Andreas, 2022. "Market risk, value-at-risk and exponential weighting," Economics and Business Review, Sciendo, vol. 8(2), pages 80-91, July.
    2. Matthias Pelster, 2014. "Implications of financial transaction costs on the real economy: A note," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(1), March.
    3. Tiago Cardao-Pito, 2017. "Classes in Maximizing Shareholders’ Wealth: Irving Fisher’s Theory of the Economic Organization in Corporate Financial Economics Textbooks," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 11(4), December.
    4. Prakash Singh & Sukriti Kumar, 2018. "Risks in banks and its impact on volatility of market returns: an empirical approach," International Journal of Indian Culture and Business Management, Inderscience Enterprises Ltd, vol. 17(2), pages 125-138.
    5. Broll, Udo & Förster, Andreas, 2020. "Market risk: Exponential weighting in the value-at-risk calculation," CEPIE Working Papers 04/20, Technische Universität Dresden, Center of Public and International Economics (CEPIE).

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