What determines return risks for bank equities in Turkey?
By using data from thirteen publicly traded commercial and deposit banks this paper estimates the determinants of market risk for banks' equities in the case of an emerging market economy, Turkey. The analysis reveals that maturity composition of banks' loans, share of trading income in ba...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2014-03-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845013000367 |