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Model uncertainty and systematic risk in US banking

Lieven Baele (UGent) , Valerie De Bruyckere (UGent) , Olivier De Jonghe (UGent) and Rudi Vander Vennet (UGent)
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Keywords
Bank stock returns, Banking risk, Bayesian Model Average, EXCHANGE-RATE RISKS, STOCK RETURNS, FINANCIAL INSTITUTIONS, ECONOMIC-GROWTH, MARKET, SENSITIVITY, DETERMINANTS, EXPOSURE, DIVERSIFICATION, SIZE

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Citation

Please use this url to cite or link to this publication:

MLA
Baele, Lieven, Valerie De Bruyckere, Olivier De Jonghe, et al. “Model Uncertainty and Systematic Risk in US Banking.” JOURNAL OF BANKING & FINANCE 53 (2015): 49–66. Print.
APA
Baele, L., De Bruyckere, V., De Jonghe, O., & Vander Vennet, R. (2015). Model uncertainty and systematic risk in US banking. JOURNAL OF BANKING & FINANCE, 53, 49–66.
Chicago author-date
Baele, Lieven, Valerie De Bruyckere, Olivier De Jonghe, and Rudi Vander Vennet. 2015. “Model Uncertainty and Systematic Risk in US Banking.” Journal of Banking & Finance 53: 49–66.
Chicago author-date (all authors)
Baele, Lieven, Valerie De Bruyckere, Olivier De Jonghe, and Rudi Vander Vennet. 2015. “Model Uncertainty and Systematic Risk in US Banking.” Journal of Banking & Finance 53: 49–66.
Vancouver
1.
Baele L, De Bruyckere V, De Jonghe O, Vander Vennet R. Model uncertainty and systematic risk in US banking. JOURNAL OF BANKING & FINANCE. Elsevier; 2015;53:49–66.
IEEE
[1]
L. Baele, V. De Bruyckere, O. De Jonghe, and R. Vander Vennet, “Model uncertainty and systematic risk in US banking,” JOURNAL OF BANKING & FINANCE, vol. 53, pp. 49–66, 2015.
@article{5804865,
  author       = {Baele, Lieven and De Bruyckere, Valerie and De Jonghe, Olivier and Vander Vennet, Rudi},
  issn         = {0378-4266},
  journal      = {JOURNAL OF BANKING & FINANCE},
  keywords     = {Bank stock returns,Banking risk,Bayesian Model Average,EXCHANGE-RATE RISKS,STOCK RETURNS,FINANCIAL INSTITUTIONS,ECONOMIC-GROWTH,MARKET,SENSITIVITY,DETERMINANTS,EXPOSURE,DIVERSIFICATION,SIZE},
  language     = {eng},
  pages        = {49--66},
  publisher    = {Elsevier},
  title        = {Model uncertainty and systematic risk in US banking},
  url          = {http://dx.doi.org/10.1016/j.jbankfin.2014.11.012},
  volume       = {53},
  year         = {2015},
}

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