The Effect of Nonbank Diversification on Bank Holding Company Risk

Examines the effect of activity diversification on bank holding company (BHC) risk. Historical background of the BHC; Presentation of the research design and test results; Predictions of the modern portfolio theory; Implications of the study regarding the effect of nonbank diversification on BHC risk

Investigating the structure of international interest rates with simultaneous equation models / BEBR No. 354

Includes bibliographical references (leaf 21)

The structure of international interest rates under different exchange rate regimes : an econometric analysis / BEBR No.934

Includes bibliographical references (p.26-27)