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• W2031469000 abstract "Using the Goldfeld and Quandt switching regression method, this article investigates variability over 1975–1985 in the risk components of bank and saving and loan stock. We develop evidence that the market-beta, interest-sensitivity, and residual risk of deposit-institution stock vary significantly during this period. Reassessing previous event studies in light of these findings suggests that event-study methods tend to overreach their data." @default.
• W2031469000 created "2016-06-24" @default.
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• W2031469000 date "1988-06-01" @default.
• W2031469000 modified "2023-10-10" @default.
• W2031469000 title "Change in market assessments of deposit-institution riskiness" @default.
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• W2031469000 doi "https://doi.org/10.1007/bf00114851" @default.
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