Accounting and Capital Market Measures of Risk: Evidence from Asian Banks during 1998-2003
This study examines the relation between accounting and capital market risk measures for a sample of 46 listed Asian banks during the period 1998-2003. By applying a panel data analysis that includes a control for country-specific factors, the results show that the standard deviation of the return-on-assets and loan-loss-reserves-to-gross-loans are significantly related to total risk. Also gross-loans-to-total-assets and loan-loss-reserves-to-gross-loans are significantly related to...[Show more]
|Collections||ANU Research Publications|
|Source:||Journal of Banking and Finance|
|01_Agusman_Accounting_and_Capital_Market_2008.pdf||200.54 kB||Adobe PDF||Request a copy|
|02_Agusman_Accounting_and_Capital_Market_2008.pdf||141.12 kB||Adobe PDF||Request a copy|
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