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Risk and return in banking: evidence from bank stock returns

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  • Jonathan A. Neuberger

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Suggested Citation

  • Jonathan A. Neuberger, 1991. "Risk and return in banking: evidence from bank stock returns," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 18-30.
    • Handle: RePEc:fip:fedfer:y:1991:i:fall:p:18-30
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    File URL: http://www.frbsf.org/publications/economics/review/1991/91-4_18-30.pdf
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    Citations

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    Cited by:

    1. Beverly Hirtle, 1997. "Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 243-266, October.
    2. Faff, R. W. & Howard, P. F., 1999. "Interest rate risk of Australian financial sector companies in a period of regulatory change," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 83-101, February.
    3. Adjaoud, Fodil & Rahman, Abdul, 1996. "A note on the temporal variability of Canadian financial services stock returns," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 165-177, January.
    4. Durrani, Agha & Metzler, Julian & Michail, Nektarios & Werner, Johannes Gabriel, 2022. "Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data," Working Paper Series 2753, European Central Bank.
    5. International Monetary Fund, 2009. "South Africa: Selected Issues," IMF Staff Country Reports 2009/276, International Monetary Fund.
    6. Xiangnan Meng & Xin Deng, 2013. "Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 77-106, March - J.
    7. James Gilkeson & Sylvia Hudgins & Craig Ruff, 1997. "Testing the effectiveness of regulatory interest rate risk measurement," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 21(2), pages 27-37, June.
    8. Mark E. Levonian, 1991. "Have large banks become riskier? recent evidence from option markets," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 3-17.
    9. Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, J.K., 2008. "Accounting and capital market measures of risk: Evidence from Asian banks during 1998-2003," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 480-488, April.
    10. Alan Hess & Kirati Laisathit, 1997. "A Market-based Risk Classification of Financial Institutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 133-158, October.
    11. Jeff Madura & Oliver Schnusenberg, 2000. "Effect Of Federal Reserve Policies On Bank Equity Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(4), pages 421-447, December.
    12. 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.
    13. Jill L. Wetmore & John R. Brick, 1994. "Commercial Bank Risk: Market, Interest Rate, And Foreign Exchange," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(4), pages 585-596, December.
    14. Alan C. Hess & Kirati Laisathit, 1996. "A Market-Based Risk Classification of Financial Institutions," Center for Financial Institutions Working Papers 96-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
    15. Kavussanos, Manolis G. & Marcoulis, Stelios N., 2004. "4. Cross-Industry Comparisons Of The Behaviour Of Stock Returns In Shipping, Transportation And Other Industries," Research in Transportation Economics, Elsevier, vol. 12(1), pages 107-142, January.
    16. 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 (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 9(1), pages 25-45.
    17. Burcu Aydin & Mr. Myeongsuk Kim & Mr. Ho-Seong Moon, 2011. "Financial Linkages Across Korean Banks," IMF Working Papers 2011/201, International Monetary Fund.
    18. Lall B. Ramrattan, 1994. "Advertising Rivalry in the U. S. Automobile Industry: A Test of Bain's Hypothesis," The American Economist, Sage Publications, vol. 38(2), pages 40-51, October.
    19. Trappey, Charles V. & Shih, Tsui-Yii & Trappey, Amy J.C., 2007. "Modeling international investment decisions for financial holding companies," European Journal of Operational Research, Elsevier, vol. 180(2), pages 800-814, July.
    20. Syed M. Harun & M. Kabir Hassan & Tarek S. Zaher, 2005. "Effect of Monetary Policy on Commercial Banks Across Different Business Conditions," Multinational Finance Journal, Multinational Finance Journal, vol. 9(1-2), pages 99-128, March-Jun.
    21. Michael Isimbabi & Alan Tucker, 1997. "The market perception of banking industry risk: A multifactor analysis," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(1), pages 99-112, March.

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