Título:

Asset Pricing with a Bank Risk Factor

Autores:

João Pedro Pereira (U Nova)
António Rua (Bank of Portugal)

Revista:

Journal Of Money, Credit And Banking

Ano:

2018

Volume:

50

Número:

5

Páginas:

993-1032

Códigos JEL:

D21 - Firm Behavior
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure