RDP 9302: A Decade of Australian Banking Risk: Evidence from Share Prices
Equation (5′)
E
≡
(
1
−
γ
)
A
N
(
x
)
−
B
N
(
x
−
σ
A
T
)
=
ϕ
B
N
(
x
−
σ
A
T
)
+
γ
A
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