The effect of market returns, interest rates, and exchange rates on the stock returns of Japanese horizontal keiretsu financial firms
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- Sandra L. Chamberlain & John S. Howe & Helen Popper, 1996.
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Center for Financial Institutions Working Papers
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- Engle, Robert F & Ng, Victor K, 1993.
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- Berglof, Erik & Perotti, Enrico, 1994. "The governance structure of the Japanese financial keiretsu," Journal of Financial Economics, Elsevier, vol. 36(2), pages 259-284, October.
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- Pettway, Richard H & Tapley, T Craig & Yamada, Takeshi, 1988. "The Impacts of Financial Deregulation upon Trading Efficiency and the Levels of Risk and Return of Japanese Banks," The Financial Review, Eastern Finance Association, vol. 23(3), pages 243-268, August.
- 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.
- Edward J. Kane & Haluk Unal & Asli Demirguc-Kunt, 1990.
"Capital Positions of Japanese Banks,"
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- Edward J. Kane & Haluk Unal & Asli Demirgüç-Kunt, 1990. "Capital positions of Japanese banks," Proceedings 293, Federal Reserve Bank of Chicago.
- Kane, Edward J. & Unal, Haluk & Demirguc-Kunt, Asli, 1991. "Capital positions of Japanese banks," Policy Research Working Paper Series 572, The World Bank.
- Madura, Jeff & Zarruk, Emilio R, 1995. "Bank Exposure to Interest Rate Risk: A Global Perspective," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 18(1), pages 1-13, Spring.
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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