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RDP 9302: A Decade of Australian Banking Risk: Evidence from Share Prices
Equation (7)
V
T
=
{
(
1
−
ϕ
)
B
T
−
A
T
i
f
B
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>
A
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ϕ
B
T
0
i
f
B
T
≤
A
T
+
ϕ
B
T
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