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The sensitivity of bank stock returns to market, interest and exchange rate risks

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Author Info
Choi, Jongmoo Jay
Elyasiani, Elyas
Kopecky, Kenneth J.
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File URL: http://www.sciencedirect.com/science/article/B6VCY-45F8YK7-1C/2/57db1cf4e6ca473c8a9da7e3f903bf92
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Article provided by Elsevier in its journal Journal of Banking & Finance.

Volume (Year): 16 (1992)
Issue (Month): 5 (September)
Pages: 983-1004
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Handle: RePEc:eee:jbfina:v:16:y:1992:i:5:p:983-1004

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  1. 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!]
  2. 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!]
  3. José Eduardo Gómez Gónzlaez & Jorge Mario Uribe Gil & Hernán Piñeros Gordo, 2009. "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," BORRADORES DE ECONOMIA 005405, BANCO DE LA REPÚBLICA. [Downloadable!]
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  4. Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996. "The Exchange Rate Exposure of U.S. and Japanese Banking Institutions," Center for Financial Institutions Working Papers 96-55, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  5. Eric Wong & Jim Wong & Phyllis Leung, 2008. "The Foreign Exchange Exposure of Chinese Banks," Working Papers 0807, Hong Kong Monetary Authority. [Downloadable!]
  6. Cifter, Atilla & Ozun, Alper, 2007. "Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey," MPRA Paper 2485, University Library of Munich, Germany. [Downloadable!]
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