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Bank regulation, risk and return: Evidence from the credit and sovereign debt crises

Hafiz Hoque Orcid Logo, Dimitris Andriosopoulos, Kostas Andriosopoulos, Raphael Douady

Journal of Banking & Finance, Volume: 50, Pages: 455 - 474

Swansea University Authors: Hafiz Hoque Orcid Logo, Dimitris Andriosopoulos

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Published in: Journal of Banking & Finance
ISSN: 0378-4266
Published: Elsevier BV 2015
Online Access: Check full text

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Keywords: Distance to default; Systemic risk; Idiosyncratic risk; Beta; Buy-and-hold returns; Regulations
College: Faculty of Humanities and Social Sciences
Start Page: 455
End Page: 474