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Interest rate risk and the stock prices of financial institutions

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  • G. J. Santoni

Abstract

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  • G. J. Santoni, 1984. "Interest rate risk and the stock prices of financial institutions," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 12-20.
  • Handle: RePEc:fip:fedlrv:y:1984:i:aug:p:12-20:n:v.66no.7
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    References listed on IDEAS

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    1. Flannery, Mark J, 1981. "Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 36(5), pages 1085-1101, December.
    2. Hopewell, Michael H & Kaufman, George G, 1973. "Bond Price Volatility and Term to Maturity: A Generalized Respecification," American Economic Review, American Economic Association, vol. 63(4), pages 749-753, September.
    3. Sherman J. Maisel & Robert Jacobson, 1978. "Interest Rate Changes and Commercial Bank Revenues and Costs," NBER Working Papers 0267, National Bureau of Economic Research, Inc.
    4. George G. Kaufman, 1984. "Measuring and managing interest rate risk: A primer," Economic Perspectives, Federal Reserve Bank of Chicago, issue Jan, pages 16-29.
    5. Maisel, Sherman J. & Jacobson, Robert, 1978. "Interest Rate Changes and Commercial Bank Revenues and Costs," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(04), pages 687-700, November.
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    Cited by:

    1. Fahmy, Yasser A. F. & Kandil, Magda, 2003. "The Fisher effect: new evidence and implications," International Review of Economics & Finance, Elsevier, vol. 12(4), pages 451-465.
    2. Visser, H., 1985. "Solvency and liquidity of financial institutions and Minsky's theory of financial instability," Serie Research Memoranda 0015, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3. Duan, J. & Sealey, C. W. & Yan, Y., 1999. "Managing banks' duration gaps when interest rates are stochastic and equity has limited liability," International Review of Economics & Finance, Elsevier, vol. 8(3), pages 253-265, September.

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    Keywords

    Stock - Prices ; Interest rates;

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