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The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns

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  • Osman Kilic
  • David Tufte
  • M. Hassan

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File URL: http://hdl.handle.net/10.1023/A:1008158715872
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Bibliographic Info

Article provided by Springer in its journal Journal of Financial Services Research.

Volume (Year): 16 (1999)
Issue (Month): 1 (September)
Pages: 47-60

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Handle: RePEc:kap:jfsres:v:16:y:1999:i:1:p:47-60

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Web page: http://www.springerlink.com/link.asp?id=102934

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References

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  1. Akgiray, Vedat & Booth, Geoffrey, 1986. "Stock Price Processes with Discontinuous Time Paths: An Empirical Examination," The Financial Review, Eastern Finance Association, vol. 21(2), pages 163-84, May.
  2. Madura, Jeff & White, Ann Marie & McDaniel, Wm R., 1991. "Reaction of British bank share prices to Citicorp's announced $3 billion increase in loan-loss reserves," Journal of Banking & Finance, Elsevier, vol. 15(1), pages 151-163, February.
  3. Mansur, Iqbal & Cochran, Steven J & Seagers, David K, 1990. "The Relationship between the Argentinean Debt Rescheduling Announcement and Bank Equity Returns," The Financial Review, Eastern Finance Association, vol. 25(2), pages 321-34, May.
  4. Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles, 1996. "Contagious Currency Crises," CEPR Discussion Papers 1453, C.E.P.R. Discussion Papers.
  5. S. James Press, 1967. "A Compound Events Model for Security Prices," The Journal of Business, University of Chicago Press, vol. 40, pages 317.
  6. Cornell, Bradford & Shapiro, Alan C., 1986. "The reaction of bank stock prices to the international debt crisis," Journal of Banking & Finance, Elsevier, vol. 10(1), pages 55-73, March.
  7. Fama, Eugene F, et al, 1969. "The Adjustment of Stock Prices to New Information," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(1), pages 1-21, February.
  8. Ozler, Sule, 1989. "On the Relation between Reschedulings and Bank Value," American Economic Review, American Economic Association, vol. 79(5), pages 1117-31, December.
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Cited by:
  1. Halil Kiymaz & Osman Kilic, 2004. "International mergers and acquisitions: A jump diffusion model application," Journal of Economics and Finance, Springer, vol. 28(2), pages 239-251, June.
  2. Kilic, Osman & Hassan, M. Kabir & Tufte, David, 2000. "Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method," Global Finance Journal, Elsevier, vol. 11(1-2), pages 73-86.
  3. Céline Meslier-Crouzille & Laetitia Lepetit & Amine Tarazi, 2006. "Reaction of European Bank Stock Prices to Events of the Asian and Russian Financial Crises," Working Papers hal-00918567, HAL.
  4. Crouzille, Celine & Lepetit, Laetitia & Tarazi, Amine, 2004. "Bank stock volatility, news and asymmetric information in banking: an empirical investigation," Journal of Multinational Financial Management, Elsevier, vol. 14(4-5), pages 443-461.

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