Asset pricing with a bank risk factor

Funding agency: Portuguese National Funds through FCT - Fundacao para a Ciencia e Tecnologia (grant nr. UID/ECO/00124/2013, PTDC/EGE-GES/119274/2010)

Bibliographic Details
Main Author: Pereira, João Pedro (author)
Other Authors: Rua, António (author)
Format: article
Language:eng
Published: 2019
Subjects:
Asset pricing
Banking
Distance to default
Factor model
Accounting
Finance
Economics and Econometrics
Online Access:https://doi.org/10.1111/jmcb.12473
Country:Portugal
Oai:oai:run.unl.pt:10362/61349

Internet

https://doi.org/10.1111/jmcb.12473

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