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Citations for "Banks and Derivatives"

by Gary Gorton & Richard Rosen

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  1. Beverly Hirtle, 1997. "Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure," Journal of Financial Services Research, Springer, vol. 12(2), pages 243-266, October.
  2. Martin Summer, 2003. "Banking Regulation and Systemic Risk," Open Economies Review, Springer, vol. 14(1), pages 43-70, January.
  3. Elijah Brewer, III & Bernadette A. Minton & James T. Moser, 1996. "Interest-rate derivatives and bank lending," Working Paper Series, Macroeconomic Issues WP-96-13, Federal Reserve Bank of Chicago.
  4. Gary Gorton, 2009. "The Subprime Panic," European Financial Management, European Financial Management Association, vol. 15(1), pages 10-46.
  5. Willem Thorbecke, 1998. "Financial Derivatives: Harnessing the Benefits and Containing the Dangers," Macroeconomics 9812001, EconWPA.
  6. Chiara Oldani, 2006. "money demand and futures," ISAE Working Papers 69, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  7. 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.
  8. Andrew H. Chen & Mohammed M. Chaudhury, 1996. "The Market Value and Dynamic Interest Rate Risk of Swaps," Center for Financial Institutions Working Papers 96-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
  9. Purnanandam, Amiyatosh, 2007. "Interest rate derivatives at commercial banks: An empirical investigation," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1769-1808, September.
  10. Elijah Brewer, III & William E. Jackson, III & James T. Moser, 2001. "The value of using interest rate derivatives to manage risk of U.S. banking organizations," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 49-66.
  11. Chaudhry, Mukesh K. & Christie-David, Rohan & Koch, Timothy W. & Reichert, Alan K., 2000. "The risk of foreign currency contingent claims at US commercial banks," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1399-1417, September.
  12. Catherine M. Schrand & Haluk Unal, 1995. "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions," Center for Financial Institutions Working Papers 96-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
  13. Li Li & Zhang Yu, 2010. "The Impact of Derivatives Activity on Commercial Banks: Evidence from U.S. Bank Holding Companies," Asia-Pacific Financial Markets, Springer, vol. 17(3), pages 303-322, September.
  14. Chiara Oldani, 2005. "An Overview of the Literature about Derivatives," Macroeconomics 0504004, EconWPA.
  15. Paolo Savona & Aurelio Maccario & Chiara Oldani, 2000. "On Monetary Analysis of Derivatives," Open Economies Review, Springer, vol. 11(1), pages 149-175, August.
  16. Thomas Gehrig, 1995. "Capital Adequacy Rules: Implications for Banks' Risk-Taking," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 131(IV), pages 747-764, December.
  17. Ahmed, Anwer S. & Beatty, Anne & Bettinghaus, Bruce, 2004. "Evidence on the efficacy of interest-rate risk disclosures by commercial banks," The International Journal of Accounting, Elsevier, vol. 39(3), pages 223-251.
  18. Hentschel, Ludger & Smith, Clifford Jr., 1997. "Derivatives regulation: Implications for central banks," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 305-346, October.
  19. Joe Peek & Eric S. Rosengren, 1996. "Derivatives activity at troubled banks," Working Papers 96-3, Federal Reserve Bank of Boston.
  20. Jennifer Lynch Koski & Jeffrey Pontiff, 1999. "How Are Derivatives Used? Evidence from the Mutual Fund Industry," Journal of Finance, American Finance Association, vol. 54(2), pages 791-816, 04.
  21. Chamberlain, Sandra & Howe, John S. & Popper, Helen, 1997. "The exchange rate exposure of U.S. and Japanese banking institutions," Journal of Banking & Finance, Elsevier, vol. 21(6), pages 871-892, June.
  22. Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996. "The Exchange Rate Exposure of U.S. and Japanese Banking Institutions," Center for Financial Institutions Working Papers 96-55, Wharton School Center for Financial Institutions, University of Pennsylvania.
  23. Allen, Linda & Jagtiani, Julapa & Landskroner, Yoram, 1996. "Interest rate risk subsidization in international capital standards," Journal of Economics and Business, Elsevier, vol. 48(3), pages 251-267, August.
  24. 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.
  25. Michael D. Bordo & Bruce Mizrach & Anna J. Schwartz, 1995. "Real Versus Pseudo-International Systemic Risk: Some Lessons from History," NBER Working Papers 5371, National Bureau of Economic Research, Inc.