-
1
-
-
84944838161
-
International portfolio choice and corporation finance: A synthesis
-
Adler, M. and Dumas, B. (1983) International portfolio choice and corporation finance: a synthesis, Journal of Finance, 38, 925-84.
-
(1983)
Journal of Finance
, vol.38
, pp. 925-984
-
-
Adler, M.1
Dumas, B.2
-
2
-
-
0003099636
-
Innovations in interest rates, duration transformation, and bank stock returns
-
Akella, S. R. and Greenbaum, S. I. (1992) Innovations in interest rates, duration transformation, and bank stock returns, Journal of Money, Credit and Banking, 24, 27-42.
-
(1992)
Journal of Money, Credit and Banking
, vol.24
, pp. 27-42
-
-
Akella, S.R.1
Greenbaum, S.I.2
-
3
-
-
0011356374
-
Interest rate changes and common stock returns of financial institutions: Revisited
-
Bae, S. C. (1990) Interest rate changes and common stock returns of financial institutions: revisited, Journal of Financial Research, 13, 71-9.
-
(1990)
Journal of Financial Research
, vol.13
, pp. 71-79
-
-
Bae, S.C.1
-
4
-
-
84993914912
-
Firm valuation, earnings expectations, and the exchange-rate exposure effect
-
Bartov, E. and Bodnar, G. M. (1994) Firm valuation, earnings expectations, and the exchange-rate exposure effect, Journal of Finance, 44, 1755-85.
-
(1994)
Journal of Finance
, vol.44
, pp. 1755-1785
-
-
Bartov, E.1
Bodnar, G.M.2
-
5
-
-
38249006385
-
Exchange rate exposure and industry characteristics: Evidence from Canada, Japan and the US
-
Bodnar, G. M. and Gentry, W. M. (1993) Exchange rate exposure and industry characteristics: evidence from Canada, Japan and the US, Journal of International Money and Finance, 12, 29-45.
-
(1993)
Journal of International Money and Finance
, vol.12
, pp. 29-45
-
-
Bodnar, G.M.1
Gentry, W.M.2
-
6
-
-
84986432821
-
Expectations, interest rates, and commercial bank stocks
-
Booth, R. and Officer, D. T. (1985) Expectations, interest rates, and commercial bank stocks, Journal of Financial Research, 8, 51-8.
-
(1985)
Journal of Financial Research
, vol.8
, pp. 51-58
-
-
Booth, R.1
Officer, D.T.2
-
7
-
-
0031161432
-
The exchange rate exposure of US and Japanese banking institutions
-
Chamberlain, S., Howe, J. S. and Popper, J. (1997) The exchange rate exposure of US and Japanese banking institutions, Journal of Banking and Finance, 21, 871-92.
-
(1997)
Journal of Banking and Finance
, vol.21
, pp. 871-892
-
-
Chamberlain, S.1
Howe, J.S.2
Popper, J.3
-
8
-
-
84987493244
-
Interest rate sensitivity, asymmetry, and the stock returns of financial institutions
-
Chen, R. and Chan, A. (1989) Interest rate sensitivity, asymmetry, and the stock returns of financial institutions, Financial Review, 24, 457-73.
-
(1989)
Financial Review
, vol.24
, pp. 457-473
-
-
Chen, R.1
Chan, A.2
-
9
-
-
44049113259
-
The sensitivity of bank stock returns to market, interest and exchange rate risks
-
Choi, J., Elyasiani, E. and Kopecky, K. (1992) The sensitivity of bank stock returns to market, interest and exchange rate risks, Journal of Banking and Finance, 16, 983-1004.
-
(1992)
Journal of Banking and Finance
, vol.16
, pp. 983-1004
-
-
Choi, J.1
Elyasiani, E.2
Kopecky, K.3
-
10
-
-
0000134175
-
The effect of interest rate changes on the common stock returns of financial institutions
-
Flannery, M. and James, C. (1984) The effect of interest rate changes on the common stock returns of financial institutions, Journal of Finance, 34, 1141-53.
-
(1984)
Journal of Finance
, vol.34
, pp. 1141-1153
-
-
Flannery, M.1
James, C.2
-
11
-
-
0001356006
-
Returns and risks of US bank foreign currency activities
-
Grammatikos, T., Saunders, A. and Swary, I. (1986) Returns and risks of US bank foreign currency activities, Journal of Finance, 41, 671-82.
-
(1986)
Journal of Finance
, vol.41
, pp. 671-682
-
-
Grammatikos, T.1
Saunders, A.2
Swary, I.3
-
12
-
-
0034179217
-
The Korean financial crisis: An asymmetric information perspective
-
Hahm, J. H. and Mishkin, F. S. (2000) The Korean financial crisis: an asymmetric information perspective, Emerging Markets Review, 1, 21-52.
-
(2000)
Emerging Markets Review
, vol.1
, pp. 21-52
-
-
Hahm, J.H.1
Mishkin, F.S.2
-
13
-
-
0000167005
-
The exchange rate exposures of US multi-nationals
-
Jorion, P. (1990) The exchange rate exposures of US multi-nationals, Journal of Business, 63, 331-45.
-
(1990)
Journal of Business
, vol.63
, pp. 331-345
-
-
Jorion, P.1
-
14
-
-
0002721457
-
Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model
-
Kwan, S. H. (1991) Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model, Journal of Financial Services Research, 5, 61-76.
-
(1991)
Journal of Financial Services Research
, vol.5
, pp. 61-76
-
-
Kwan, S.H.1
-
15
-
-
84974142900
-
An empirical study of the interest rate sensitivity of commercial bank returns: A multi-index approach
-
Lynge, M. J. and Zumwalt, K. J. (1980) An empirical study of the interest rate sensitivity of commercial bank returns: a multi-index approach, Journal of Financial and Quantitative Analysis, 15, 731-42.
-
(1980)
Journal of Financial and Quantitative Analysis
, vol.15
, pp. 731-742
-
-
Lynge, M.J.1
Zumwalt, K.J.2
-
16
-
-
84986483877
-
Bank exposure to interest rate risk: A global perspective
-
Madura, J. and Zarruk, E. R. (1995) Bank exposure to interest rate risk: a global perspective, Journal of Financial Research, 18, 1-13.
-
(1995)
Journal of Financial Research
, vol.18
, pp. 1-13
-
-
Madura, J.1
Zarruk, E.R.2
-
17
-
-
0030691138
-
Understanding financial crises: A developing country perspective
-
(Eds) M. Bruno and B. Pleskovic, World Bank, Washington DC
-
Mishkin, F. S. (1996) Understanding financial crises: a developing country perspective, in Annual World Bank Conference on Development Economics (Eds) M. Bruno and B. Pleskovic, World Bank, Washington DC, pp. 29-62.
-
(1996)
Annual World Bank Conference on Development Economics
, pp. 29-62
-
-
Mishkin, F.S.1
-
18
-
-
0002949174
-
The causes and propagation of financial instability: Lessons for policymakers
-
(Ed.) C. Hakkio, Federal Reserve Bank of Kansas City, Kansas City
-
Mishkin, F. S. (1997) The causes and propagation of financial instability: lessons for policymakers, in Maintaining Financial Stability in a Global Economy (Ed.) C. Hakkio, Federal Reserve Bank of Kansas City, Kansas City, pp. 55-96.
-
(1997)
Maintaining Financial Stability in a Global Economy
, pp. 55-96
-
-
Mishkin, F.S.1
-
19
-
-
84987551364
-
Interest rate risk at commercial banks: An empirical investigation
-
Mitchell, K. (1989) Interest rate risk at commercial banks: an empirical investigation, Financial Review, 24, 431-55.
-
(1989)
Financial Review
, vol.24
, pp. 431-455
-
-
Mitchell, K.1
-
20
-
-
3342925595
-
The interest rate sensitivity of commercial bank stocks in Korea
-
Park, H. G. and Chung, E. J. (2000) The interest rate sensitivity of commercial bank stocks in Korea, The Bank of Korea Economic Papers, 3, 117-34.
-
(2000)
The Bank of Korea Economic Papers
, vol.3
, pp. 117-134
-
-
Park, H.G.1
Chung, E.J.2
-
21
-
-
38249036433
-
Unanticipated interest rates, bank stock returns and the nominal contracting hypothesis
-
Tarhan, V. (1987) Unanticipated interest rates, bank stock returns and the nominal contracting hypothesis, Journal of Banking and Finance, 11, 99-115.
-
(1987)
Journal of Banking and Finance
, vol.11
, pp. 99-115
-
-
Tarhan, V.1
|