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Interest rate risk and the stock prices of financial institutions

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  • G. J. Santoni

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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, vol. 66(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

    as
    1. 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.
    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. George G. Kaufman, 1984. "Measuring and managing interest rate risk: A primer," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 8(Jan), pages 16-29.
    4. 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(4), pages 687-700, November.
    5. 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.
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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

    Interest rates; Stock - Prices;

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