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The Role Of Capital Adequacy Regulation In The Hedging Decisions Of Financial Intermediaries

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  • George Emir Morgan
  • Stephen D. Smith

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  • George Emir Morgan & Stephen D. Smith, 1987. "The Role Of Capital Adequacy Regulation In The Hedging Decisions Of Financial Intermediaries," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(1), pages 33-46, March.
    • Handle: RePEc:bla:jfnres:v:10:y:1987:i:1:p:33-46
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1987.tb00473.x
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    References listed on IDEAS

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    1. Baesel, Jerome & Grant, Dwight, 1982. "Optimal Sequential Futures Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 17(5), pages 683-695, December.
    2. Pyle, David H, 1971. "On the Theory of Financial Intermediation," Journal of Finance, American Finance Association, vol. 26(3), pages 737-747, June.
    3. Santomero, Anthony M, 1983. "Fixed versus Variable Rate Loans," Journal of Finance, American Finance Association, vol. 38(5), pages 1363-1380, December.
    4. Lam, Chun H & Chen, Andrew H, 1985. "Joint Effects of Interest Rate Deregulation and Capital Requirements on Optimal Bank Portfolio Adjustments," Journal of Finance, American Finance Association, vol. 40(2), pages 563-575, June.
    5. G. D. Koppenhaver, 1984. "Selective Hedging Of Bank Assets With Treasury Bill Futures Contracts," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(2), pages 105-119, June.
    6. Baron, David P., 1979. "The incentive problem and the design of investment banking contracts," Journal of Banking & Finance, Elsevier, vol. 3(2), pages 157-175, July.
    7. Anderson, Ronald W & Danthine, Jean-Pierre, 1980. "Hedging and Joint Production: Theory and Illustrations," Journal of Finance, American Finance Association, vol. 35(2), pages 487-498, May.
    8. Stoll, Hans R., 1979. "Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(4), pages 873-894, November.
    9. Sealey, C W, Jr, 1980. "Deposit Rate-Setting, Risk Aversion, and the Theory of Depository Financial Intermediaries," Journal of Finance, American Finance Association, vol. 35(5), pages 1139-1154, December.
    10. Ho, Thomas S. Y. & Saunders, Anthony, 1983. "Fixed Rate Loan Commitments, Take-Down Risk, and the Dynamics of Hedging with Futures," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 18(4), pages 499-516, December.
    11. Koppenhaver, G D, 1985. "Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument," Journal of Finance, American Finance Association, vol. 40(1), pages 241-255, March.
    12. MacMinn, Richard D, 1984. "A General Diversification Theorem: A Note," Journal of Finance, American Finance Association, vol. 39(2), pages 541-550, June.
    13. Robert M. Conroy & Richard J. Rendleman Jr., 1983. "Pricing commodities when both price and output are uncertain," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(4), pages 439-450, December.
    14. Gershon Feder & Richard E. Just & Andrew Schmitz, 1980. "Futures Markets and the Theory of the Firm under Price Uncertainty," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 94(2), pages 317-328.
    15. Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-995, December.
    16. Baltensperger, Ernst, 1980. "Alternative approaches to the theory of the banking firm," Journal of Monetary Economics, Elsevier, vol. 6(1), pages 1-37, January.
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