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The risk of foreign currency contingent claims at US commercial banks

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  • Chaudhry, Mukesh K.
  • Christie-David, Rohan
  • Koch, Timothy W.
  • Reichert, Alan K.

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  • 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.
    • Handle: RePEc:eee:jbfina:v:24:y:2000:i:9:p:1399-1417
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    7. Jeffery W. Gunther & Thomas F. Seims, 1995. "The likelihood and extent of bank participation in derivatives activities," Financial Industry Studies Working Paper 95-1, Federal Reserve Bank of Dallas.
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    12. Tarhan, Vefa, 1987. "Unanticipated interest rates, bank stock returns and the nominal contracting hypothesis," Journal of Banking & Finance, Elsevier, vol. 11(1), pages 99-115, March.
    13. 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.
    14. Giliberto, Michael, 1985. "Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 20(1), pages 123-126, March.
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    Cited by:

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    2. Au Yong, Hue Hwa & Faff, Robert & Chalmers, Keryn, 2009. "Derivative activities and Asia-Pacific banks' interest rate and exchange rate exposures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 16-32, February.
    3. Li, Shaofang & Marinč, Matej, 2014. "The use of financial derivatives and risks of U.S. bank holding companies," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 46-71.
    4. Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 49-66.
    5. Flavius ROVINARU & Mihaela ROVINARU, 2014. "Investments And Development: Milestones Of Romania’S Evolution," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 197-207, June.
    6. Mohamed Rochdi Keffala & Christian de Peretti, 2013. "Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 169-178, May.
    7. Egly, Peter V. & Sun, Jun, 2014. "Trading income and bank charter value during the financial crisis: Does derivatives dealer designation matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(3), pages 355-370.
    8. Ling He & Alan Reichert, 2003. "Time variation paths of factors affecting financial institutions and stock returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 31(1), pages 71-86, March.
    9. Codruta Maria FAT & Simona MUTU, 2014. "Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 197-207, June.
    10. Codruta Maria FAT & Simona MUTU, 2014. "Analyzing The Relationship Between Eonia And Eoniaswap Rates. A Cointegration Approach," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 197-207, June.
    11. Cooper, Michael J. & Jackson, William III & Patterson, Gary A., 2003. "Evidence of predictability in the cross-section of bank stock returns," Journal of Banking & Finance, Elsevier, vol. 27(5), pages 817-850, May.
    12. Trenca Ioan & Mutu Simona & Petria Nicolae, 2012. "Analyzing The European Market Of Interest Rate Swap Indices," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(2), pages 614-619, December.
    13. Toth Kornel, 2014. "The Effect Of Derivative Financial Instruments On Bank Risks, Relevance And Faithful Representation: Evidence From Banks In Hungary," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 698-706, July.
    14. Hao, Xiangchao & Sun, Qinru & Xie, Fang, 2022. "International evidence for the substitution effect of FX derivatives usage on bank capital buffer," Research in International Business and Finance, Elsevier, vol. 62(C).
    15. Mohamed Rochdi Keffala, 2017. "Are Derivatives Implicated in the Recent Financial Crisis? Evidence from Banks in Emerging Countries," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-41, March.

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