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Conditional Risk, Return and Contagion in the Banking section in Asia

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dc.contributor.authorBrailsford, Timothy John
dc.contributor.authorLin, Shu-Ling (Sherry)
dc.contributor.authorPenm, Jack HW
dc.date.accessioned2015-12-10T22:39:05Z
dc.date.issued2006
dc.date.updated2015-12-09T10:47:34Z
dc.description.abstractThis 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
dc.identifier.issn0275-5319
dc.identifier.urihttp://hdl.handle.net/1885/57018
dc.publisherJAI Press
dc.sourceResearch in International Business and Finance
dc.subjectKeywords: Banking sector; Contagion; GARCH-M; Systematic risk
dc.titleConditional Risk, Return and Contagion in the Banking section in Asia
dc.typeJournal article
local.bibliographicCitation.lastpage339
local.bibliographicCitation.startpage322
local.contributor.affiliationBrailsford, Timothy John, University of Queensland
local.contributor.affiliationLin, Shu-Ling (Sherry), Fu-Jen Catholic University
local.contributor.affiliationPenm, Jack HW, College of Business and Economics, ANU
local.contributor.authoruidPenm, Jack HW, u7800853
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor150201 - Finance
local.identifier.ariespublicationu4167262xPUB384
local.identifier.citationvolume20
local.identifier.doi10.1016/j.ribaf.2005.03.001
local.identifier.scopusID2-s2.0-33748178353
local.type.statusPublished Version

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