Lending structure and 3-factor CAPM risk exposures: the case of Malaysia (Struktur pinjaman dan pendedahan risiko bagi 3-Faktor CAPM: kajian kes di 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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| 格式: | Article |
| 语言: | English |
| 出版: |
Universiti Kebangsaan Malaysia
2010
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| 在线阅读: | http://irep.iium.edu.my/16767/1/lending_structure_and_3-factor.pdf http://irep.iium.edu.my/16767/ http://www.ukm.my/penerbit/jurnal_pdf/jurus_pdf/jp31-03-lock.pdf |
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