-
1
-
-
0002495710
-
Contagion effects of bank failures: evidence from capital markets
-
Aharony J., and Swary I. Contagion effects of bank failures: evidence from capital markets. Journal of Business 56 3 (1983) 305-322
-
(1983)
Journal of Business
, vol.56
, Issue.3
, pp. 305-322
-
-
Aharony, J.1
Swary, I.2
-
2
-
-
0000501656
-
Information theory and the extension of the maximum likelihood principle
-
Petrov B.N., and Csaki F. (Eds), Akedemiai Kiado, Budapest
-
Akaike H. Information theory and the extension of the maximum likelihood principle. In: Petrov B.N., and Csaki F. (Eds). Proceedings of Second International Symposium on Information Theory (1973), Akedemiai Kiado, Budapest 267-287
-
(1973)
Proceedings of Second International Symposium on Information Theory
, pp. 267-287
-
-
Akaike, H.1
-
3
-
-
84977732409
-
Asset pricing and dual listing on foreign capital markets: a note
-
Alexander G.J., Eun C.S., and Janakiramanan S. Asset pricing and dual listing on foreign capital markets: a note. Journal of Finance 42 1 (1987) 151-158
-
(1987)
Journal of Finance
, vol.42
, Issue.1
, pp. 151-158
-
-
Alexander, G.J.1
Eun, C.S.2
Janakiramanan, S.3
-
4
-
-
0003314564
-
Evidence on exchange rates and valuation of equity shares
-
Amihud Y., and Levich R.M. (Eds), Irwin, Homewood, IL
-
Amihud Y. Evidence on exchange rates and valuation of equity shares. In: Amihud Y., and Levich R.M. (Eds). Exchange Rates and Corporate Performance (1994), Irwin, Homewood, IL 49-59
-
(1994)
Exchange Rates and Corporate Performance
, pp. 49-59
-
-
Amihud, Y.1
-
5
-
-
84986172642
-
Canadian Chartered Banks' stock returns and exchange rate risk
-
Atindéhou R.B., and Gueyie J.P. Canadian Chartered Banks' stock returns and exchange rate risk. Management Decision 39 4 (2001) 285-295
-
(2001)
Management Decision
, vol.39
, Issue.4
, pp. 285-295
-
-
Atindéhou, R.B.1
Gueyie, J.P.2
-
6
-
-
0011356374
-
Interest rate changes and common stock returns of financial institutions: revisited
-
Bae S.C. Interest rate changes and common stock returns of financial institutions: revisited. Journal of Financial Research 13 1 (1990) 71-79
-
(1990)
Journal of Financial Research
, vol.13
, Issue.1
, pp. 71-79
-
-
Bae, S.C.1
-
7
-
-
84993914912
-
Firm valuation, earnings expectations, and the exchange-rate exposure effect
-
Bartov E., and Bodnar G.M. Firm valuation, earnings expectations, and the exchange-rate exposure effect. Journal of Finance 49 5 (1994) 1755-1785
-
(1994)
Journal of Finance
, vol.49
, Issue.5
, pp. 1755-1785
-
-
Bartov, E.1
Bodnar, G.M.2
-
9
-
-
0031161432
-
The exchange rate exposure of U.S. and Japanese banking institution
-
Chamberlain S., Howe J.S., and Popper H. The exchange rate exposure of U.S. and Japanese banking institution. Journal of Banking and Finance 21 6 (1997) 871-892
-
(1997)
Journal of Banking and Finance
, vol.21
, Issue.6
, pp. 871-892
-
-
Chamberlain, S.1
Howe, J.S.2
Popper, H.3
-
10
-
-
84987493244
-
Interest rate sensitivity, asymmetry, and the stock returns of financial institutions
-
Chen C.R., and Chan A. Interest rate sensitivity, asymmetry, and the stock returns of financial institutions. Financial Review 24 3 (1989) 457-473
-
(1989)
Financial Review
, vol.24
, Issue.3
, pp. 457-473
-
-
Chen, C.R.1
Chan, A.2
-
12
-
-
0041876536
-
Derivatives exposure and the interest rate and exchange rate risks of U.S. banks
-
Choi J.J., and Elyasiani E. Derivatives exposure and the interest rate and exchange rate risks of U.S. banks. Journal of Financial Services Research 12 2/3 (1997) 267-286
-
(1997)
Journal of Financial Services Research
, vol.12
, Issue.2-3
, pp. 267-286
-
-
Choi, J.J.1
Elyasiani, E.2
-
13
-
-
44049113259
-
The sensitivity of bank stock returns to market, interest and exchange rate risk
-
Choi J.J., Elyasiani E., and Kopecky K.J. The sensitivity of bank stock returns to market, interest and exchange rate risk. Journal of Banking and Finance 16 5 (1992) 983-1004
-
(1992)
Journal of Banking and Finance
, vol.16
, Issue.5
, pp. 983-1004
-
-
Choi, J.J.1
Elyasiani, E.2
Kopecky, K.J.3
-
14
-
-
67349195175
-
The exchange rate exposure of major commercial banks in South Africa
-
De Wet W.A., and Gebreselasie T.G. The exchange rate exposure of major commercial banks in South Africa. African Finance Journal 6 2 (2004) 21-35
-
(2004)
African Finance Journal
, vol.6
, Issue.2
, pp. 21-35
-
-
De Wet, W.A.1
Gebreselasie, T.G.2
-
15
-
-
0000134175
-
The effect of interest rate changes on the common stock returns of financial institutions
-
Flannery M.J., and James C.M. The effect of interest rate changes on the common stock returns of financial institutions. Journal of Finance 39 4 (1984) 1141-1153
-
(1984)
Journal of Finance
, vol.39
, Issue.4
, pp. 1141-1153
-
-
Flannery, M.J.1
James, C.M.2
-
16
-
-
0001356006
-
Returns and risks of U.S. bank foreign currency activities
-
Grammatikos T., Saunders A., and Swary I. Returns and risks of U.S. bank foreign currency activities. Journal of Finance 41 3 (1986) 671-682
-
(1986)
Journal of Finance
, vol.41
, Issue.3
, pp. 671-682
-
-
Grammatikos, T.1
Saunders, A.2
Swary, I.3
-
17
-
-
3343015448
-
Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea
-
Hahm J.H. Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea. Applied Economics 36 13 (2004) 1409-1419
-
(2004)
Applied Economics
, vol.36
, Issue.13
, pp. 1409-1419
-
-
Hahm, J.H.1
-
18
-
-
0004113690
-
-
John Wiley and Sons, New York
-
Judge G., Hill C., Griffiths W., Lee T., and Lutkepol H. An Introduction to the Theory and Practice of Econometrics (1988), John Wiley and Sons, New York
-
(1988)
An Introduction to the Theory and Practice of Econometrics
-
-
Judge, G.1
Hill, C.2
Griffiths, W.3
Lee, T.4
Lutkepol, H.5
-
19
-
-
0034215943
-
Exchange rate exposure of the key financial institutions in the foreign exchange market
-
Martin A.D. Exchange rate exposure of the key financial institutions in the foreign exchange market. International Review of Economics and Finance 9 3 (2000) 267-286
-
(2000)
International Review of Economics and Finance
, vol.9
, Issue.3
, pp. 267-286
-
-
Martin, A.D.1
-
20
-
-
0037404211
-
Exchange rate exposures of US banks: a cash flow-based methodology
-
Martin A.D., and Mauer L.J. Exchange rate exposures of US banks: a cash flow-based methodology. Journal of Banking and Finance 27 5 (2003) 851-865
-
(2003)
Journal of Banking and Finance
, vol.27
, Issue.5
, pp. 851-865
-
-
Martin, A.D.1
Mauer, L.J.2
-
21
-
-
15844395658
-
A note on common methods used to estimate foreign exchange exposure
-
Martin A.D., and Mauer L.J. A note on common methods used to estimate foreign exchange exposure. Journal of International Financial Markets, Institutions, and Money 15 2 (2005) 125-140
-
(2005)
Journal of International Financial Markets, Institutions, and Money
, vol.15
, Issue.2
, pp. 125-140
-
-
Martin, A.D.1
Mauer, L.J.2
-
25
-
-
84970272739
-
Operating income, exchange rate changes, and the value of the firm: an empirical analysis
-
Walsh E.J. Operating income, exchange rate changes, and the value of the firm: an empirical analysis. Journal of Accounting, Auditing & Finance 9 4 (1994) 703-724
-
(1994)
Journal of Accounting, Auditing & Finance
, vol.9
, Issue.4
, pp. 703-724
-
-
Walsh, E.J.1
-
26
-
-
2342461120
-
Location of trade, ownership restriction, and market illiquidity: examining Chinese A- and H-shares
-
Wang S.S., and Jiang L. Location of trade, ownership restriction, and market illiquidity: examining Chinese A- and H-shares. Journal of Banking and Finance 28 6 (2004) 1273-1297
-
(2004)
Journal of Banking and Finance
, vol.28
, Issue.6
, pp. 1273-1297
-
-
Wang, S.S.1
Jiang, L.2
-
27
-
-
84986456049
-
Commercial bank risk: market, interest rate, and foreign exchange
-
Wetmore J.L., and Brick J.R. Commercial bank risk: market, interest rate, and foreign exchange. Journal of Financial Research 17 4 (1994) 585-596
-
(1994)
Journal of Financial Research
, vol.17
, Issue.4
, pp. 585-596
-
-
Wetmore, J.L.1
Brick, J.R.2
-
28
-
-
0001013249
-
Nonlinear regression with dependent observations
-
White H., and Domowitz I. Nonlinear regression with dependent observations. Econometrica 52 1 (1984) 143-161
-
(1984)
Econometrica
, vol.52
, Issue.1
, pp. 143-161
-
-
White, H.1
Domowitz, I.2
-
29
-
-
38249017741
-
Interest-rate risk and the pricing of depository financial intermediary common stock: empirical evidence
-
Yourougou P. Interest-rate risk and the pricing of depository financial intermediary common stock: empirical evidence. Journal of Banking and Finance 14 4 (1990) 803-820
-
(1990)
Journal of Banking and Finance
, vol.14
, Issue.4
, pp. 803-820
-
-
Yourougou, P.1
|