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Volumn 16, Issue 4, 1996, Pages 459-474

Derivatives usage and interest rate risk of large banking firms

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Indexed keywords


EID: 0030531670     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1096-9934(199606)16:4<459::aid-fut6>3.0.co;2-h     Document Type: Article
Times cited : (16)

References (12)
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    • The Lesson from Barings' Straits
    • March 13
    • Dwyer, P., and Glasgall, W. (1995, March 13): "The Lesson from Barings' Straits," Business Week, Issue 3415, pp. 30-32.
    • (1995) Business Week , Issue.3415 , pp. 30-32
    • Dwyer, P.1    Glasgall, W.2
  • 2
    • 0000134175 scopus 로고
    • The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions
    • Flannery, M. J. and James, C. M. (1984): "The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions," Journal of Finance, Vol. 39(4): 1141-1153.
    • (1984) Journal of Finance , vol.39 , Issue.4 , pp. 1141-1153
    • Flannery, M.J.1    James, C.M.2
  • 3
    • 84974220296 scopus 로고
    • Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note
    • Giliberto, M. (1985): "Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note," Journal of Financial and Quantitative Analysis, 20(1):123-126.
    • (1985) Journal of Financial and Quantitative Analysis , vol.20 , Issue.1 , pp. 123-126
    • Giliberto, M.1
  • 5
    • 8744239549 scopus 로고
    • Regaining Investors' Confidence
    • March 3
    • Kerr, I. (1995, March 3): "Regaining Investors' Confidence," Euroweek, Issue 392, p. 44.
    • (1995) Euroweek , Issue.392 , pp. 44
    • Kerr, I.1
  • 6
    • 84979408842 scopus 로고
    • Macro versus Micro Futures Hedges at Commercial Banks
    • Kolb, R. W., Timme, S. G., and Gay, G. D. (1984): "Macro versus Micro Futures Hedges at Commercial Banks," The Journal of Futures Markets, 4(1):47-54.
    • (1984) The Journal of Futures Markets , vol.4 , Issue.1 , pp. 47-54
    • Kolb, R.W.1    Timme, S.G.2    Gay, G.D.3
  • 7
    • 84978558614 scopus 로고
    • An Empirical Analysis of Bank Hedging in Futures Markets
    • Koppenhaver, G. D. (1990): "An Empirical Analysis of Bank Hedging in Futures Markets," The Journal of Futures Markets, 10(1):1-12.
    • (1990) The Journal of Futures Markets , vol.10 , Issue.1 , pp. 1-12
    • Koppenhaver, G.D.1
  • 8
    • 8744224636 scopus 로고
    • Reports Galore, Government Agencies in High Drive
    • December
    • Richardson, P., and Reerink, J. (1993, December): "Reports Galore, Government Agencies in High Drive," Futures, 22(13):17-19.
    • (1993) Futures , vol.22 , Issue.13 , pp. 17-19
    • Richardson, P.1    Reerink, J.2
  • 11
  • 12
    • 84979424798 scopus 로고
    • Commercial Banks and Interest Rate Futures: A Hedging Survey
    • Veit, E. T., and Reiff, W. W. (1983): "Commercial Banks and Interest Rate Futures: A Hedging Survey," The Journal of Futures Markets, 3(3):283-294.
    • (1983) The Journal of Futures Markets , vol.3 , Issue.3 , pp. 283-294
    • Veit, E.T.1    Reiff, W.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.