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...
保存先:
主要な著者: | Abdul Rahman, Aisyah, Ibrahim, Mansor, Mydin Meera, Ahamed Kameel |
---|---|
フォーマット: | 論文 |
言語: | English |
出版事項: |
Universiti Kebangsaan Malaysia
2010
|
主題: | |
オンライン・アクセス: | 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 |
タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|
類似資料
-
Lending structure and 3-factor CAPM risk exposures: the case of Malaysia
著者:: Aisyah Abdul Rahman,, 等
出版事項: (2010) -
Database for computer - aided production management (CAPM)
著者:: Zamri, Ruzaidi
出版事項: (2006) -
The emergence of CAPM Hybrid model against traditional CAPM : evidence from Malaysian finance industry / Akmal Nashreq Abd Malik
著者:: Abd Malik, Akmal Nashreq
出版事項: (2016) -
Lending structure and bank insolvency risk: a comparative study between Islamic and conventional banks
著者:: Rahman, Aisyah A, 等
出版事項: (2009) -
Pulangan, risiko dan kemeruapan sektor sekuriti diluluskan syariah: Pendekatan GARCH dan CAPM bersyarat
著者:: Abu Bakar, Abu Sufian, 等
出版事項: (2009)