Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method
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- 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.
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- 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.
- 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.
- Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1996.
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- 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.
- Theoharry Grammatikos & Anthony Saunders, 1988.
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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.
- 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.
- 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.
- 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.
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