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Derivatives usage and interest rate risk of large banking firms

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  • Latha Shanker

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  • Latha Shanker, 1996. "Derivatives usage and interest rate risk of large banking firms," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(4), pages 459-474, June.
    • Handle: RePEc:wly:jfutmk:v:16:y:1996:i:4:p:459-474
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    Cited by:

    1. H. Kent Baker & Satish Kumar & Nitesh Pandey, 2021. "Forty years of the Journal of Futures Markets: A bibliometric overview," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(7), pages 1027-1054, July.
    2. Codruta Maria FAT & Simona MUTU, 2014. "Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 197-207, June.
    3. Gaurango Banerjee & Abhiman Das & Kalidas Jana & Shekar Shetty, 2017. "Effects of derivatives usage and financial statement items on capital market risk measures of Bank stocks: evidence from India," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 487-504, July.
    4. J. David Cummins & Richard D. Phillips & Stephen D. Smith, 1997. "Derivatives and corporate risk management: participation and volume decisions in the insurance industry," FRB Atlanta Working Paper 97-12, Federal Reserve Bank of Atlanta.
    5. Liu, Hui-Hsuan & Chang, Ariana & Shiu, Yung-Ming, 2020. "Interest rate derivatives and risk exposure: Evidence from the life insurance industry," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    6. Mohamed Rochdi Keffala, 2017. "Are Derivatives Implicated in the Recent Financial Crisis? Evidence from Banks in Emerging Countries," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-41, March.

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