The association between market and exchange rate risks and accounting variables: A GARCH model of the Japanese banking institutions

Review of Quantitative Finance and Accounting

Volumn 25, Issue 2, 2005, Pages 183-206

  Elyasiani, Elyas ^a   Mansur, Iqbal ^b  

^a TEMPLE UNIVERSITY   (United States)

^b WIDENER UNIVERSITY   (United States)

Author keywords

Accounting ratios; Bank; Japanese; Risk

Indexed keywords

EID: 24144495560     PISSN: 0924865X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11156-005-4248-6     Document Type: Article

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