Risk and Bank Expansion into Nonbanking Businesses (RLE: Banking & Finance)
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A01=Eek-June Chung
asset
Asset Returns
Author_Eek-June Chung
Average Daily Returns
Casualty Insurance
Category=KC
Category=KF
Compustat Tape
Daily Stock Return
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
FDIC
Garn St Germain Act
Holding
hypothetical
Hypothetical Mergers
implied
industries
Industries Quarter
Instantaneous Standard Deviation
Investment Banking Business
Merger Case
Merger Simulations
mergers
Money Center Banks
Nonbanking Activities
Nonbanking Firms
Option Pricing Literature
Partial Merger
Payment
period
quarter
returns
Risk Premium Measure
RLE
sample
Sample Industry
Sample Period
Sample Quarters
volatility
Product details
- ISBN 9780415528115
- Weight: 460g
- Dimensions: 156 x 234mm
- Publication Date: 25 May 2012
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Hardback
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This book conducts a simulation study creating universal, hypothetical bank holding companies (BHCs) through mergers to examine whether BHC expansion into nonbank business areas, those currently prohibited by law, will increase the riskiness of the universal BHCs. Part 2 reviews the contemporaneous literature and Part 3 discusses the weaknesses of that literature. Later sections specify an analytical model and describe the date and estimating procedure as well as presenting empirical results.
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