Thrift stock returns and portfolio interest rate sensitivity
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- 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.
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- 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.
- Stephen A. Lumpkin & James M. O'Brien, 1994. "Thrift stock returns and balance sheet interest rate sensitivity," Finance and Economics Discussion Series 94-29, Board of Governors of the Federal Reserve System (U.S.).
- Carey, Mark, 1995. "Partial market value accounting, bank capital volatility, and bank risk," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 607-622, June.
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- Saunders, Anthony & Yourougou, Pierre, 1990. "Are banks special? The separation of banking from commerce and interest rate risk," Journal of Economics and Business, Elsevier, vol. 42(2), pages 171-182, May.
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