Lending structure and 3-factor CAPM risk exposures: the case of Malaysia
This study addresses the linkages between lending structure and bank risk exposures via the Capital Asset Pricing Model (CAPM). Based on the 3-factor CAPM, five risk measures are examined; namely, the market, interest rate, exchange rate, total and unsystematic risk exposure. The influence of lendin...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2010
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| Online Access: | http://journalarticle.ukm.my/1769/1/324-600-1-SM.pdf http://journalarticle.ukm.my/1769/ http://www.ukm.my/penerbit/jurus.htm |
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