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Published in 2017 at "Journal of Financial Stability"
DOI: 10.1016/j.jfs.2017.09.002
Abstract: We examine the impact of the financial crisis on the stock market valuation of large and systemic U.S. bank holding companies (BHCs). Using the Bertsatos and Sakellaris (2016) model of fundamental valuation of bank equity,…
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Keywords:
large systemic;
financial crisis;
market;
market valuation ... See more keywords