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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
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyraiabgg Mi6oaabmaabaGaamymaiabgkHiTiabeo7aNbGaayjkaiaawMcaaiaa dgeacaaMc8UaamOtamaabmaabaGaamiEaaGaayjkaiaawMcaaiabgk HiTiaadkeacaWGobWaaeWaaeaacaWG4bGaeyOeI0Iaeq4Wdm3aaSba aSqaaiaadgeaaeqaaOWaaOaaaeaacaWGubaaleqaaaGccaGLOaGaay zkaaGaeyypa0Jaeqy1dyMaaGPaVlaadkeacaaMc8UaamOtamaabmaa baGaamiEaiabgkHiTiabeo8aZnaaBaaaleaacaWGbbaabeaakmaaka aabaGaamivaaWcbeaaaOGaayjkaiaawMcaaiabgUcaRiabeo7aNjaa ykW7caWGbbaaaa@6045@