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Accounting and Capital Market Measures of Risk: Evidence from Asian Banks during 1998-2003

Agusman, .; Monroe, Gary; Gasbarro, Domenico; Zumwalt, James K


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]

CollectionsANU Research Publications
Date published: 2008
Type: Journal article
Source: Journal of Banking and Finance
DOI: 10.1016/j.jbankfin.2006.06.018


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