This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach Author info | Abstract | Publisher info | Download info | Related research | Statistics Lynge, Morgan J.
Zumwalt, J. Kenton
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis .
Volume (Year): 15 (1980)
Issue (Month): 03 (September)
Pages: 731-742
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:cup:jfinqa:v:15:y:1980:i:03:p:731-742_00Contact details of provider: Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK Fax: +44 (0)1223 325150 Email: Web page: http://journals.cambridge.org/jid_JFQ
For technical questions regarding this item, or to correct its listing, contact: (Mike Eden).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
James Gilkeson & Sylvia Hudgins & Craig Ruff, 1997.
"Testing the effectiveness of regulatory interest rate risk measurement ,"
Journal of Economics and Finance ,
Springer, vol. 21(2), pages 27-37, June.
[Downloadable!] (restricted)
Susan Ryan & Andrew C. Worthington, 2002.
"Time-Varying Market, Interest Rate and Exchange Rate Risk in Australian Bank Portfolio Stock Returns: A Garch-M Approach ,"
School of Economics and Finance Discussion Papers and Working Papers Series
112, School of Economics and Finance, Queensland University of Technology.
[Downloadable!]
Barbara J. Davis & Roger M. Shelor, 1995.
"Executive Compensation and Financial Performance in the Real Estate Industry ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 10(2), pages 141-152.
[Downloadable!]
E. Dinenis, S. K. Staikouras, 1998.
"Interest rate changes and common stock returns of financial institutions: evidence from the UK ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 4(2), pages 113-127, June.
[Downloadable!] (restricted)
Edward J. Kane & Haluk Unal, 1990.
"Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms ,"
NBER Working Papers
2693, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ling He & Alan Reichert, 2003.
"Time variation paths of factors affecting financial institutions and stock returns ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 31(1), pages 71-86, March.
[Downloadable!] (restricted)
Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer, 2009.
"Determinants of interest rate exposure of Spanish banking industry ,"
Working Papers. Serie EC
2009-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Benjamin Esty & Bhanu Narasimhan & Peter Tufano, 1996.
"Interest Rate Exposure and Bank Mergers: A Preliminary Empirical Analysis ,"
Center for Financial Institutions Working Papers
96-45, Wharton School Center for Financial Institutions, University of Pennsylvania.
[Downloadable!]
Joon-Ho Hahm, 2004.
"Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea ,"
Applied Economics ,
Taylor and Francis Journals, vol. 36(13), pages 1409-1419, July.
[Downloadable!] (restricted)
Marcus T. Allen & Jeff Madura & Kenneth J. Wiant, 1995.
"Commercial Bank Exposure and Sensitivity to the Real Estate Market ,"
Journal of Real Estate Research ,
American Real Estate Society, vol. 10(2), pages 129-140.
[Downloadable!]
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.
[Downloadable!]
Access and
download statistics Did you know? Cannot find something on IDEAS? Encourage the publisher to index it! Instructions .
This page was last updated on 2009-12-14.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .