Conditional Risk, Return and Contagion in the Banking section in Asia
This paper investigates risk and return in the banking sector in three Asian markets of Taiwan, China and Hong Kong. The study focuses on the risk-return relation in a conditional factor GARCH-M framework that controls for time-series effects. The factor
|Collections||ANU Research Publications|
|Source:||Research in International Business and Finance|
|01_Brailsford_Conditional_Risk,_Return_and_2006.pdf||191.72 kB||Adobe PDF||Request a copy|
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