The risk of foreign currency contingent claims at US commercial banks

Journal of Banking and Finance

Volumn 24, Issue 9, 2000, Pages 1399-1417

  Chaudhry, Mukesh K ^a   Christie David, Rohan ^b   Koch, Timothy W ^c   Reichert, Alan K ^d  

^a NORTHERN STATE UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTHERN MISSISSIPPI   (United States)

^c UNIVERSITY OF SOUTH CAROLINA   (United States)

^d CLEVELAND STATE UNIVERSITY   (United States)

Author keywords

Banks; Contingent claims; Foreign currency; G21

Indexed keywords

EID: 0013050914     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00086-2     Document Type: Article

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