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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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MLA
Baele, Lieven, et al. “Model Uncertainty and Systematic Risk in US Banking.” JOURNAL OF BANKING & FINANCE, vol. 53, Elsevier, 2015, pp. 49–66, doi:10.1016/j.jbankfin.2014.11.012.
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. https://doi.org/10.1016/j.jbankfin.2014.11.012
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. https://doi.org/10.1016/j.jbankfin.2014.11.012.
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. doi:10.1016/j.jbankfin.2014.11.012.
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. 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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