Advanced Search
MyIDEAS: Login

Citations for "The reaction of bank stock prices to the international debt crisis"

by Cornell, Bradford & Shapiro, Alan C.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. Sule Ozler, 1986. "Valuation of Rescheduled Loans, 1978-1983: A Rational Expectations Approach," UCLA Economics Working Papers 414, UCLA Department of Economics.
  2. Nicolas Dumontaux & Adrian Pop, 2012. "Contagion Effects in the Aftermath of Lehman's Collapse: Measuring the Collateral Damage," Working Papers hal-00695721, HAL.
  3. Céline Crouzille & Lætitia Lepetit & Amine Tarazi, 2006. "Reaction of European bank stock prices to events of the Asian and Russian financial crises," Revue d'économie politique, Dalloz, vol. 0(4), pages 457-469.
  4. Acharya, Viral V & Yorulmazer, Tanju, 2003. "Information Contagion and Inter-Bank Correlation in a Theory of Systemic Risk," CEPR Discussion Papers 3743, C.E.P.R. Discussion Papers.
  5. Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 0527, European Central Bank.
  6. de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers 2634, C.E.P.R. Discussion Papers.
  7. Osman Kilic & David Tufte & M. Hassan, 1999. "The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns," Journal of Financial Services Research, Springer, vol. 16(1), pages 47-60, September.
  8. Mark M. Spiegel, 1994. "Fixed-premium deposit insurance and international credit crunches," Working Papers in Applied Economic Theory 94-19, Federal Reserve Bank of San Francisco.
  9. Elijah Brewer & William Jackson, 2000. "Requiem for a Market Maker: The Case of Drexel Burnham Lambert and Junk Bonds," Journal of Financial Services Research, Springer, vol. 17(3), pages 209-235, September.
  10. Kho, Bong-Chan & Stulz, Rene M., 2000. "Banks, the IMF, and the Asian crisis," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 177-216, May.
  11. Bin, Feng-Shun & Blenman, Lloyd P. & Chen, Dar-Hsin, 2004. "Valuation impact of currency crises: Evidence from the ADR market," International Review of Financial Analysis, Elsevier, vol. 13(4), pages 411-432.
  12. 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.
  13. Akhigbe, Aigbe & Madura, Jeff, 2001. "Why do contagion effects vary among bank failures?," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 657-680, April.
  14. Elijah Brewer, III & Hesna Genay & William C. Hunter & George Kaufman, 1999. "Does the Japanese stock market price bank risk? evidence from financial firm failures," Working Paper Series WP-99-31, Federal Reserve Bank of Chicago.
  15. Chinmoy Ghosh & Randall S. Guttery & C. F. Sirmans, 1998. "Contagion and REIT Stock Prices," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 389-400.
  16. Sule Ozler, 1988. "Rescheduling and Bank Value: A Rational Expectations Approach," UCLA Economics Working Papers 488, UCLA Department of Economics.
  17. 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.
  18. Lau, Sie Ting & McInish, Thomas H., 2003. "IMF bailouts, contagion effects, and bank security returns," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 3-23.
  19. Fissel, Gary S. & Goldberg, Lawrence & Hanweck, Gerald A., 2006. "Bank portfolio exposure to emerging markets and its effects on bank market value," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1103-1126, April.
  20. Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007. "Bank stock returns and economic growth," MPRA Paper 29188, University Library of Munich, Germany.
  21. Dumontaux, Nicolas & Pop, Adrian, 2013. "Understanding the market reaction to shockwaves: Evidence from the failure of Lehman Brothers," Journal of Financial Stability, Elsevier, vol. 9(3), pages 269-286.
  22. Kaen, Fred R. & Michalsen, Dag, 1997. "The effects of the Norwegian banking crisis on Norwegian equities," Journal of Multinational Financial Management, Elsevier, vol. 7(2), pages 83-111, June.