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The impact of standby letters of credit on bank risk: A note

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  • Brewer, Elijah III
  • Koppenhaver, G. D.
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-45F90MM-7Y/2/b92bbed152728933d58d8eb4502f9239
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 16 (1992)
    Issue (Month): 6 (December)
    Pages: 1037-1046

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    Handle: RePEc:eee:jbfina:v:16:y:1992:i:6:p:1037-1046

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    Web page: http://www.elsevier.com/locate/jbf

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    Cited by:
    1. Jongmoo Choi & Elyas Elyasiani, 1997. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Journal of Financial Services Research, Springer, vol. 12(2), pages 267-286, October.
    2. Altman, Edward I. & Saunders, Anthony, 1997. "Credit risk measurement: Developments over the last 20 years," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1721-1742, December.
    3. Sharpe, Ian G. & Tuzun, Tayfun, 1997. "The underinvestment hypothesis and off-balance sheet direct credit substitutes," Pacific-Basin Finance Journal, Elsevier, vol. 5(3), pages 325-344, July.
    4. Jongmoo Jay Choi & Elyas Elyasiani, 1996. "Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks," Center for Financial Institutions Working Papers 96-53, Wharton School Center for Financial Institutions, University of Pennsylvania.
    5. Cooper, Michael J. & Jackson, William III & Patterson, Gary A., 2003. "Evidence of predictability in the cross-section of bank stock returns," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 817-850, May.

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