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Volumn 12, Issue 2, 1996, Pages 203-220

The sensitivity of bank stock returns to real estate

Author keywords

Bank holding company; Sensitivity to real estate; Three index model; Types of real estate loans

Indexed keywords


EID: 21344445882     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00132268     Document Type: Article
Times cited : (23)

References (19)
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    • A Re-Examination of Interest Rate Sensitivity in the Common Stocks of Financial Institutions
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  • 8
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    • Estimation of Delinquency Risk for Home Mortgage Portfolios
    • Furstenberg, G.M., and R.J. Green. (1974a). "Estimation of Delinquency Risk for Home Mortgage Portfolios," AREUEA Journal 2, 375-384.
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  • 9
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    • Home Mortgage Delinquencies: A Cohort Analysis
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    • Furstenberg, G.M.1    Green, R.J.2
  • 10
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    • Hartzell, D.J.1    Fernald, J.2
  • 13
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  • 14
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    • Re-Examination of Interest Rate Sensitivity of Commercial Bank Stock Returns Using a Random Coefficient Model
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  • 15
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  • 18
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  • 19
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    • Interest Rate Risk and Equity Values of Hedged and Unhedged Financial Intermediaries
    • Scott, W.L., and R.L. Peterson. (1986). "Interest Rate Risk and Equity Values of Hedged and Unhedged Financial Intermediaries," Journal of Financial Research 9, 325-329.
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    • Scott, W.L.1    Peterson, R.L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.