New Evidence on the Determinants of Bank Risk
No abstract is available for this item.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Slovin, Myron B & Sushka, Marie E & Polonchek, John A, 1993. " The Value of Bank Durability: Borrowers as Bank Stakeholders," Journal of Finance, American Finance Association, vol. 48(1), pages 247-66, March.
- Simon H. Kwan & Mark J. Flannery & M. Nimalendran, 1999.
"Market evidence on the opaqueness of banking firms' assets,"
Working Papers in Applied Economic Theory
99-11, Federal Reserve Bank of San Francisco.
- Flannery, Mark J. & Kwan, Simon H. & Nimalendran, M., 2004. "Market evidence on the opaqueness of banking firms' assets," Journal of Financial Economics, Elsevier, vol. 71(3), pages 419-460, March.
- Mark J. Flannery & Simon H. Kwan & M. Nimalendran, 1997. "Market evidence on the opaqueness of banking firms' assets," Proceedings 560, Federal Reserve Bank of Chicago.
- Kenneth A. Froot & David S. Scharfstein & Jeremy C. Stein, 1992.
"Risk Management: Coordinating Corporate Investment and Financing Policies,"
NBER Working Papers
4084, National Bureau of Economic Research, Inc.
- Froot, Kenneth A & Scharfstein, David S & Stein, Jeremy C, 1993. " Risk Management: Coordinating Corporate Investment and Financing Policies," Journal of Finance, American Finance Association, vol. 48(5), pages 1629-58, December.
- Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer.
- J. David Cummins & Richard D. Phillips & Stephen D. Smith, 1998. "The rise of risk management," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 30-40.
- Joel F. Houston & Kevin J. Stiroh, 2006. "Three decades of financial sector risk," Staff Reports 248, Federal Reserve Bank of New York.
- Alan K. Reichert & Larry D. Wall, 2000. "The potential for portfolio diversification in financial services," Economic Review, Federal Reserve Bank of Atlanta, issue Q3, pages 35-52.
- Marcia Millon Cornett & Evren Ors & Hassan Tehranian, 2002. "Bank Performance around the Introduction of a Section 20 Subsidiary," Journal of Finance, American Finance Association, vol. 57(1), pages 501-521, 02.
- Merton, Robert C, 1974.
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
Journal of Finance,
American Finance Association, vol. 29(2), pages 449-70, May.
- Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Houston, Joel & James, Christopher & Marcus, David, 1997. "Capital market frictions and the role of internal capital markets in banking," Journal of Financial Economics, Elsevier, vol. 46(2), pages 135-164, November.
- Simon Kwan, 1998. "Risk and return of banks' Section 20 securities affiliates," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue oct23.
- Viral V. Acharya & Iftekhar Hasan & Anthony Saunders, 2002.
"The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios,"
905, Federal Reserve Bank of Chicago.
- Acharya, Viral V & Hasan, Iftekhar & Saunders, Anthony, 2002. "The Effects of Focus and Diversification on Bank Risk and Return: Evidence from Individual Bank Loan Portfolios," CEPR Discussion Papers 3252, C.E.P.R. Discussion Papers.
- Fred Furlong, 2000. "The Gramm-Leach-Bliley Act and financial integration," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue mar31.
- Stulz, René M., 1984. "Optimal Hedging Policies," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(02), pages 127-140, June.
- Saunders, Anthony & Walter, Ingo, 1994. "Universal Banking in the United States: What Could We Gain? What Could We Lose?," OUP Catalogue, Oxford University Press, number 9780195080698, March.
- Til Schuermann & Kevin J. Stiroh, 2006. "Visible and hidden risk factors for banks," Staff Reports 252, Federal Reserve Bank of New York.
When requesting a correction, please mention this item's handle: RePEc:kap:jfsres:v:30:y:2006:i:3:p:237-263. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.