𝔖 Bobbio Scriptorium
✦   LIBER   ✦

FINANCIAL MARKET DEREGULATION AND BANK RISK: TESTING FOR BETA INSTABILITY*

✍ Scribed by ROBERT D. BROOKS; ROBERT W. FAFF


Book ID
115212386
Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
877 KB
Volume
34
Category
Article
ISSN
0004-900X

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## Abstract This study analyzes bank margins in the German secondary market for exchange‐traded structured financial products, with particular emphasis on the influence of banks' credit risk. A structural model allowing for the incorporation of correlation effects between market and credit risk is