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Interest Rate Risk And Equity Values Of Hedged And Unhedged Financial Intermediaries

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  • William L. Scott
  • Richard L Peterson

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  • William L. Scott & Richard L Peterson, 1986. "Interest Rate Risk And Equity Values Of Hedged And Unhedged Financial Intermediaries," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(4), pages 325-329, December.
    • Handle: RePEc:bla:jfnres:v:9:y:1986:i:4:p:325-329
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1986.tb00465.x
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    References listed on IDEAS

    as
    1. Flannery, Mark J & James, Christopher M, 1984. "Market Evidence on the Effective Maturity of Bank Assets and Liabilities," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 16(4), pages 435-445, November.
    2. Stone, Bernell K., 1974. "Systematic Interest-Rate Risk in a Two-Index Model of Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(5), pages 709-721, November.
    3. Lynge, Morgan J. & Zumwalt, J. Kenton, 1980. "An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(3), pages 731-742, September.
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