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The exchange rate exposure of U.S. and Japanese banking institutions

  • Chamberlain, Sandra
  • Howe, John S.
  • Popper, Helen
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    File URL: http://www.sciencedirect.com/science/article/B6VCY-3SWYBYT-G/2/a410f0e4c81c69f2d30ae6d8ab27c1d2
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    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 21 (1997)
    Issue (Month): 6 (June)
    Pages: 871-892

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    Handle: RePEc:eee:jbfina:v:21:y:1997:i:6:p:871-892
    Contact details of provider: Web page: http://www.elsevier.com/locate/jbf

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    1. Gary Gorton & Richard Rosen, . "Banks and Derivatives," Rodney L. White Center for Financial Research Working Papers 6-95, Wharton School Rodney L. White Center for Financial Research.
      • Gary Gorton & Richard Rosen, 1995. "Banks and Derivatives," NBER Chapters, in: NBER Macroeconomics Annual 1995, Volume 10, pages 299-349 National Bureau of Economic Research, Inc.
    2. Chen, Carl R & Chan, Anthony, 1989. "Interest Rate Sensitivity, Asymmetry, and the Stock Returns of Financial Institutions," The Financial Review, Eastern Finance Association, vol. 24(3), pages 457-73, August.
    3. Choi, Jongmoo Jay & Elyasiani, Elyas & Kopecky, Kenneth J., 1992. "The sensitivity of bank stock returns to market, interest and exchange rate risks," Journal of Banking & Finance, Elsevier, vol. 16(5), pages 983-1004, September.
    4. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
    5. Sandra Chamberlain & John S. Howe & Helen Popper, 1995. "The exchange rate exposure of U.S. and Japanese banking institutions," Pacific Basin Working Paper Series 95-11, Federal Reserve Bank of San Francisco.
    6. Flannery, Mark J & James, Christopher M, 1984. " The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions," Journal of Finance, American Finance Association, vol. 39(4), pages 1141-53, September.
    7. Mitchell, Karlyn, 1989. "Interest Rate Risk at Commercial Banks: An Empirical Investigation," The Financial Review, Eastern Finance Association, vol. 24(3), pages 431-55, August.
    8. Jorion, Philippe, 1990. "The Exchange-Rate Exposure of U.S. Multinationals," The Journal of Business, University of Chicago Press, vol. 63(3), pages 331-45, July.
    9. Bodnar, Gordon M. & Gentry, William M., 1993. "Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA," Journal of International Money and Finance, Elsevier, vol. 12(1), pages 29-45, February.
    10. Meese, Richard, 1990. "Currency Fluctuations in the Post-Bretton Woods Era," Journal of Economic Perspectives, American Economic Association, vol. 4(1), pages 117-34, Winter.
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