@techreport{NBERw2530,
 title = "Change in Market Assessments of Deposit-Institution Riskiness",
 author = "Edward J. Kane and Haluk Unal",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "2530",
 year = "1988",
 month = "March",
 URL = "http://www.nber.org/papers/w2530",
 abstract = {Using the Goldfeld and Quandt switching regression method, this paper investigates variability over 1975-85 in the risk components of bank and saving and loan stock. We develop evidence that the market-beta, interest-sensitivity, and residual risk of deposit-institution stock vary significantly during this period. Reassessing previous event studies in light of these findings suggests that event-study methods tend to overreach their data.},
}