Comovements in the equity prices of large complex financial institutions

Journal of Financial Stability

Volumn 2, Issue 4, 2007, Pages 391-411

  Hawkesby, Christian ^a   Marsh, Ian W ^b   Stevens, Ibrahim ^a  

^a BANK OF ENGLAND   (United Kingdom)

^b CITY UNIVERSITY   (United Kingdom)

Author keywords

Comovements and factor analysis; Financial institutions

Indexed keywords

EID: 33947725439     PISSN: 15723089     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfs.2006.12.001     Document Type: Article

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