Asset Pricing with a Bank Risk Factor-Reference-Cited by-同舟云学术

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Asset Pricing with a Bank Risk Factor

Published:2018-05-18 Issue:5 Volume:50 Page:993-1032
ISSN:0022-2879
Container-title:Journal of Money, Credit and Banking
language:en
Short-container-title:Journal of Money, Credit and Banking

Author:

PEREIRA JOÃO PEDRO,RUA ANTÓNIO

Funder

Portuguese National Funds through FCT - Fundação para a Ciência e Tecnologia

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/jmcb.12473/fullpdf

Reference63 articles.

1. Acharya , Viral V. Tim Eisert Christian Eufinger Christian W. Hirsch 2015 Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans

2. Bank Ratings and Lending Supply: Evidence from Sovereign Downgrades;Adelino;Review of Financial Studies,2016

3. Financial Intermediaries and the Cross-Section of Asset Returns;Adrian;Journal of Finance,2014

4. Does Systemic Risk in the Financial Sector Predict Future Economic Downturns;Allen;Review of Financial Studies,2012

5. Almeida , Heitor Murillo Campello Bruno A. Laranjeira Scott J. Weisbenner 2011 Corporate Debt Maturity and the Real Effects of the 2007 Credit Crisis

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3. The fatter the tail, the shorter the sail;Accounting & Finance;2023-07-25

4. The relevance of banks to the European stock market;The European Journal of Finance;2022-11-09

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