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...

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Bibliographic Details

Published in:	Borsa Istanbul Review
Main Authors:	Emre Ozsoz, Erick W. Rengifo, Mustapha A. Akinkunmi
Format:	Article
Language:	English
Published:	Elsevier 2014-03-01
Subjects:	Commercial banks Turkish banks Equity risk
Online Access:	http://www.sciencedirect.com/science/article/pii/S2214845013000367