Interest Rate Sensitivity and Portfolio Risk
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 12 (1977)
Issue (Month): 02 (June)
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- Sofía B. Ramos & Helena Veiga, 2009.
"Risk factors in oil and gas industry returns: international evidence,"
Statistics and Econometrics Working Papers
ws096920, Universidad Carlos III, Departamento de Estadística y Econometría.
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- Pariyada Sukcharoensin, 2013. "Time-Varying Market, Interest Rate and Exchange Rate Risks of Thai Commercial Banks," Asian Academy of Management Journal of Accounting and Finance, Penerbit Universiti Sains Malaysia, vol. 9(1), pages 25-45.
- Jonathan A. Neuberger, 1992. "Bank holding company stock risk and the composition of bank asset portfolios," Economic Review, Federal Reserve Bank of San Francisco, pages 53-62.
- Jin Park & B. Paul Choi, 2011. "Interest rate sensitivity of US property/liability insurer stock returns," Managerial Finance, Emerald Group Publishing, vol. 37(2), pages 134-150, February.
- Sohnke M. Bartram, 2001. "The Interest Rate Exposure of Nonfinancial Corporations," Finance 0112002, EconWPA, revised 27 Dec 2001.
- El-Sharif, Idris & Brown, Dick & Burton, Bruce & Nixon, Bill & Russell, Alex, 2005. "Evidence on the nature and extent of the relationship between oil prices and equity values in the UK," Energy Economics, Elsevier, vol. 27(6), pages 819-830, November.
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