A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions

Journal of Banking and Finance

Volumn 21, Issue 2, 1997, Pages 197-219

  Brooks, Robert D ^a   Faff, Robert W ^a   Ho, Yew Kee ^b  

^a RMIT UNIVERSITY   (Australia)

^b CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Beta instability; Market model; Regulatory change; US banking sector

Indexed keywords

EID: 0031067407     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00034-9     Document Type: Article

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