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Author:Neuberger, Jonathan A. 

Journal Article
FIRREA and deposit insurance reform
Neuberger, Jonathan A. (1989)
FRBSF Economic Letter

Journal Article
Industry effects in the stock returns of banks and nonfinancial firms
Neuberger, Jonathan A. (1994)
FRBSF Economic Letter

Journal Article
How to close troubled banks
Neuberger, Jonathan A. (1990)
FRBSF Economic Letter

Journal Article
Tax reform and bank behavior
Neuberger, Jonathan A. (1988)
FRBSF Economic Letter

Working Paper
Conditional risk and return in bank holding company stocks: a factor- GARCH approach
Neuberger, Jonathan A. (1994)
Working Papers in Applied Economic Theory , Paper 94-02

Journal Article
Bank holding company stock risk and the composition of bank asset portfolios
Neuberger, Jonathan A. (1992)
In this paper, I conduct an empirical analysis of the behavior of bank holding company stock returns with the goal of identifying the effect of portfolio composition on the risks embodied in those returns. Using a modified arbitrage pricing theory model, I test for significant balance sheet effects on both the market and nonmarket components of bank stock systematic risk. I find that several categories of bank assets are significant in explaining bank stock risk profiles. Among other things, I discuss the importance of these findings in light of the risk-based capital standards and suggest ...
Economic Review

Conference Paper
Conditional risk and return in bank holding company stocks: a factor- GARCH approach
Neuberger, Jonathan A. (1994)
Proceedings , Paper 56

Journal Article
Bank pricing of retail deposit accounts and "the California rate mystery"
Zimmerman, Gary C.; Neuberger, Jonathan A. (1990-04)
Economic Review , Issue Spr , Pages 3-16

Journal Article
Bank stock risk and return
Neuberger, Jonathan A. (1991)
FRBSF Economic Letter

Journal Article
On the changing composition of bank portfolios
Neuberger, Jonathan A. (1993)
FRBSF Economic Letter

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