The market perception of banking industry risk: a multifactor analysis.: An article from: Atlantic Economic Journal

This digital document is an article from Atlantic Economic Journal, published by Atlantic Economic Society on March 1, 1997. The length of the article is 4735 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

From the author: This paper analyzes the market perception of the risk of the banking industry during the 1969-89 period by using two methodologies simultaneously. The market factor and economic and industry factors (proxied by interest rate variables) of a multifactor regression model are examined in relation to industry, intra-industry, and bank-specific factors extracted using principal component analysis of bank holding company stock returns. The results provide additional insights into the market perception of bank risk beyond those provided by the market and interest rate risk models of previous studies. (JELG21)

Citation Details
Title: The market perception of banking industry risk: a multifactor analysis.
Author: Michael J. Isimbabi
Publication:Atlantic Economic Journal (Refereed)
Date: March 1, 1997
Publisher: Atlantic Economic Society
Volume: v25 Issue: n1 Page: p99(14)

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