Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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.
- Musumeci, James J & Sinkey, Joseph F, Jr, 1990. "The International Debt Crisis, Investor Contagion, and Bank Security Returns in 1987: The Brazilian Experience," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(2), pages 209-20, May.
- Theoharry Grammatikos & Anthony Saunders, 1988.
"Additions to bank loan-loss reserves: good news or bad news?,"
89-7, Federal Reserve Bank of Philadelphia.
- Grammatikos, Theoharry & Saunders, Anthony, 1990. "Additions to bank loan-loss reserves : Good news or bad news?," Journal of Monetary Economics, Elsevier, vol. 25(2), pages 289-304, March.
- 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.
- Osman Kilic & M. Hassan & David Tufte, 1998. "An empirical investigation of U.S. bank risk and the Mexican peso crisis," Journal of Economics and Finance, Springer, vol. 22(2), pages 139-147, June.
- Smirlock, Michael & Kaufold, Howard, 1987. "Bank Foreign Lending, Mandatory Disclosure Rules, and the Reaction of Bank Stock Prices to the Mexican Debt Crisis," The Journal of Business, University of Chicago Press, vol. 60(3), pages 347-64, July.
- Bruner, Robert F & Simms, John M, Jr, 1987. "The International Debt Crisis and Bank Security Returns in 1982," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 19(1), pages 46-55, February.
- Guillermo A. Calvo & Enrique G. Mendoza, 1996.
"Mexico's balance-of-payments crisis: a chronicle of death foretold,"
International Finance Discussion Papers
545, Board of Governors of the Federal Reserve System (U.S.).
- Calvo, Guillermo A. & Mendoza, Enrique G., 1996. "Mexico's balance-of-payments crisis: a chronicle of a death foretold," Journal of International Economics, Elsevier, vol. 41(3-4), pages 235-264, November.
- 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.
- Kyle, Steven C. & Wirick, Ronald G., 1990. "The impact of sovereign risk on the market valuation of U.S. bank equities," Journal of Banking & Finance, Elsevier, vol. 14(4), pages 761-780, October.
- Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles, 1996.
"Contagious Currency Crises,"
CEPR Discussion Papers
1453, C.E.P.R. Discussion Papers.
- Eichengreen, Barry & Rose, Andrew & Wyplosz, Charles, 1996. " Contagious Currency Crises: First Tests," Scandinavian Journal of Economics, Wiley Blackwell, vol. 98(4), pages 463-84, December.
When requesting a correction, please mention this item's handle: RePEc:eee:glofin:v:11:y:2000:i:1-2:p:73-86. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.