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Risk and return in banking: evidence from bank stock returns

Citations

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Cited by:

  1. Aruna Srinivasan, 1994. "Financial intermediation and development lending: the foreign experience and implications for the U.S," Proceedings 48, Federal Reserve Bank of Chicago.
  2. Beverly Hirtle, 1997. "Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 243-266, October.
  3. Harold A. Black, 1994. "Discussion of market information dissemination," Proceedings 53, Federal Reserve Bank of Chicago.
  4. William E. Odom, 1994. "Insights on the parallel banking industry," Proceedings 17, Federal Reserve Bank of Chicago.
  5. John B. McCoy, 1994. "Bank strategies for survival and success," Proceedings 23, Federal Reserve Bank of Chicago.
  6. Faff, R. W. & Howard, P. F., 1999. "Interest rate risk of Australian financial sector companies in a period of regulatory change," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 83-101, February.
  7. Adjaoud, Fodil & Rahman, Abdul, 1996. "A note on the temporal variability of Canadian financial services stock returns," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 165-177, January.
  8. R. Alton Gilbert, 1994. "Federal Reserve lending to banks that failed: implications for the Bank Insurance Fund," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 3-18.
  9. Elijah Brewer & Bernadette A. Minton & James T. Moser, 1994. "The effect of bank-held derivatives on credit accessibility," Working Paper Series, Issues in Financial Regulation 94-5, Federal Reserve Bank of Chicago.
  10. Durrani, Agha & Metzler, Julian & Michail, Nektarios & Werner, Johannes Gabriel, 2022. "Bank lending rates and the remuneration for risk: evidence from portfolio and loan level data," Working Paper Series 2753, European Central Bank.
  11. International Monetary Fund, 2009. "South Africa: Selected Issues," IMF Staff Country Reports 2009/276, International Monetary Fund.
  12. Allen Berger & Gregory Udell, 1994. "Lines of Credit and Relationship Lending in Small Firm Finance," Center for Financial Institutions Working Papers 94-11, Wharton School Center for Financial Institutions, University of Pennsylvania.
  13. Alan Greenspan, 1994. "Optimal bank supervision in a changing world," Proceedings 11, Federal Reserve Bank of Chicago.
  14. Robert E. Litan, 1994. "The relative decline of banking: should we care?," Proceedings 16, Federal Reserve Bank of Chicago.
  15. Lawrence B. Lindsey, 1994. "Will the alleged decline of banking affect CRA?," Proceedings 18, Federal Reserve Bank of Chicago.
  16. Robert M. Townsend, 1994. "Community development banking and Financial Institutions Act: a critique with recommendations," Proceedings 49, Federal Reserve Bank of Chicago.
  17. Edward E. Furash, 1994. "Banks are obsolete - and who cares?," Proceedings 15, Federal Reserve Bank of Chicago.
  18. Simon H. Kwan, 1994. "The certification value of bank loans," Proceedings 50, Federal Reserve Bank of Chicago.
  19. Arenas, Laura & Vizuete-Luciano, Emili & Gil-Lafuente, Anna María, 2024. "Banking FinTech and stock market volatility? The BIZUM case," Research in International Business and Finance, Elsevier, vol. 71(C).
  20. Richard M. Kovacevich, 1994. "Selecting a strategy for success," Proceedings 22, Federal Reserve Bank of Chicago.
  21. Edward J. Kane & Min-Teh Yu, 1994. "How much did capital forbearance add to the tab for FSLIC mess?," Proceedings 33, Federal Reserve Bank of Chicago.
  22. Benjamin M. Friedman, 1994. "The decline of commercial banking: implications for monetary policy," Proceedings 19, Federal Reserve Bank of Chicago.
  23. Carter H. Golembe, 1994. "The (declining?) role of banking," Proceedings 14, Federal Reserve Bank of Chicago.
  24. Joseph P. Hughes & Loretta J. Mester, "undated". "Evidence on the Objectives of Bank Managers," Rodney L. White Center for Financial Research Working Papers 4-94, Wharton School Rodney L. White Center for Financial Research.
  25. Rebecca Demsetz, 1994. "Evidence on the relationship between regional economic conditions and loan sales activity," Proceedings 40, Federal Reserve Bank of Chicago.
  26. Robert Schweitzer & Samuel H. Szewczyk & Raj Varma, 1994. "The intra-industry effects of bank bond rating changes," Proceedings 54, Federal Reserve Bank of Chicago.
  27. Charles W. Calomiris & Mark S. Carey, 1994. "Loan market competition between foreign and U.S. banks: some facts about loans and borrowers," Proceedings 38, Federal Reserve Bank of Chicago.
  28. Stephen D. Prowse, 1994. "Alternative methods of corporate control in commercial banks," Proceedings 45, Federal Reserve Bank of Chicago.
  29. Xiangnan Meng & Xin Deng, 2013. "Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 77-106, March - J.
  30. John H. Boyd & Mark Gertler, 1994. "Are banks dead? Or are the reports greatly exaggerated?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 18(Sum), pages 2-23.
  31. Robert DeYoung, 1994. "Fee-based services and cost efficiency in commercial banks," Proceedings 47, Federal Reserve Bank of Chicago.
  32. Catherine Schrand, 1994. "An evaluation of the effects of accounting rules on interest rate risk management in the savings and loan industry," Proceedings 30, Federal Reserve Bank of Chicago.
  33. Allen Berger & Sally Davies, 1998. "The Information Content of Bank Examinations," Journal of Financial Services Research, Springer;Western Finance Association, vol. 14(2), pages 117-144, October.
  34. Cynthia A. Glassman, 1994. "The emerging sources of small business finance," Proceedings 39, Federal Reserve Bank of Chicago.
  35. Silas Keehn, 1994. "Has banking declined?," Proceedings 13, Federal Reserve Bank of Chicago.
  36. Thomas C. Theobald, 1994. "Strategic focus in banking," Proceedings 24, Federal Reserve Bank of Chicago.
  37. James Gilkeson & Sylvia Hudgins & Craig Ruff, 1997. "Testing the effectiveness of regulatory interest rate risk measurement," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 21(2), pages 27-37, June.
  38. Sherrill Shaffer, 1994. "Inferring viability of the U.S. banking industry from shifts in conduct and excess capacity," Proceedings 27, Federal Reserve Bank of Chicago.
  39. Jonathan A. Neuberger, 1994. "Conditional risk and return in bank holding company stocks: a factor- GARCH approach," Proceedings 56, Federal Reserve Bank of Chicago.
  40. Mark J. Flannery, 1994. "Corporate finances, market discipline, and bank supervision," Proceedings 37, Federal Reserve Bank of Chicago.
  41. Hyman P. Minsky, 1994. "Financial Instability and the Decline(?) of Banking: Public Policy Implications," Economics Working Paper Archive wp_127, Levy Economics Institute.
  42. Mark E. Levonian, 1991. "Have large banks become riskier? recent evidence from option markets," Economic Review, Federal Reserve Bank of San Francisco, issue Fall, pages 3-17.
  43. Eugene A. Ludwig, 1994. "Supervising an evolving industry," Proceedings 12, Federal Reserve Bank of Chicago.
  44. Gerald A. Hanweck & Bernard Shull, 1994. "Banks' exposure to interest rate risk and capital adequacy: an appraisal of the federal banking agencies' approach," Proceedings 43, Federal Reserve Bank of Chicago.
  45. Agusman, Agusman & Monroe, Gary S. & Gasbarro, Dominic & Zumwalt, J.K., 2008. "Accounting and capital market measures of risk: Evidence from Asian banks during 1998-2003," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 480-488, April.
  46. Alan Hess & Kirati Laisathit, 1997. "A Market-based Risk Classification of Financial Institutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 12(2), pages 133-158, October.
  47. Jeff Madura & Oliver Schnusenberg, 2000. "Effect Of Federal Reserve Policies On Bank Equity Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(4), pages 421-447, December.
  48. Jonathan A. Neuberger, 1992. "Bank holding company stock risk and the composition of bank asset portfolios," Economic Review, Federal Reserve Bank of San Francisco, pages 53-62.
  49. Mark E. Levonian, 1994. "Will banking be profitable in the long run?," Proceedings 26, Federal Reserve Bank of Chicago.
  50. Mark E. Levonian, 1994. "Beyond traditional credit risk: capital standards for market risks," Proceedings 41, Federal Reserve Bank of Chicago.
  51. Jill L. Wetmore & John R. Brick, 1994. "Commercial Bank Risk: Market, Interest Rate, And Foreign Exchange," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 17(4), pages 585-596, December.
  52. Alan C. Hess & Kirati Laisathit, 1996. "A Market-Based Risk Classification of Financial Institutions," Center for Financial Institutions Working Papers 96-37, Wharton School Center for Financial Institutions, University of Pennsylvania.
  53. James B. Thomson, 1994. "Discussion of "objectives of bank management."," Proceedings 44, Federal Reserve Bank of Chicago.
  54. Kavussanos, Manolis G. & Marcoulis, Stelios N., 2004. "4. Cross-Industry Comparisons Of The Behaviour Of Stock Returns In Shipping, Transportation And Other Industries," Research in Transportation Economics, Elsevier, vol. 12(1), pages 107-142, January.
  55. Sean Becketti & Charles S. Morris, 1993. "Reduced form evidence on the substitutability between bank and nonbank loans," Research Working Paper 93-18, Federal Reserve Bank of Kansas City.
  56. Pariyada Sukcharoensin, 2013. "Time-Varying Market, Interest Rate and Exchange Rate Risks of Thai Commercial Banks," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 9(1), pages 25-45.
  57. Randall S. Kroszner & Philip E. Strahan, 1994. "Dividend behavior of financially distressed savings institutions," Proceedings 34, Federal Reserve Bank of Chicago.
  58. Sotiris K. Staikouras, 2006. "Financial Intermediaries and Interest Rate Risk: II," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 15(5), pages 225-272, December.
  59. Burcu Aydin & Mr. Myeongsuk Kim & Mr. Ho-Seong Moon, 2011. "Financial Linkages Across Korean Banks," IMF Working Papers 2011/201, International Monetary Fund.
  60. Mark J. Flannery, 1994. "Panel discussion comments: the implications of "banking's decline" for safety and soundness regulation," Proceedings 21, Federal Reserve Bank of Chicago.
  61. David Carter & Joseph F. Sinkey, 1994. "The derivatives activities of U.S. commercial banks," Proceedings 29, Federal Reserve Bank of Chicago.
  62. Lall B. Ramrattan, 1994. "Advertising Rivalry in the U. S. Automobile Industry: A Test of Bain's Hypothesis," The American Economist, Sage Publications, vol. 38(2), pages 40-51, October.
  63. Jane W. D'Artista & Tom Schlesinger, 1994. "The parallel banking system," Proceedings 36, Federal Reserve Bank of Chicago.
  64. Richard E. Randall, 1994. "The implication of financial cycles for subordinated debt proposals," Proceedings 35, Federal Reserve Bank of Chicago.
  65. Trappey, Charles V. & Shih, Tsui-Yii & Trappey, Amy J.C., 2007. "Modeling international investment decisions for financial holding companies," European Journal of Operational Research, Elsevier, vol. 180(2), pages 800-814, July.
  66. Larry A. Frieder & Robert B. Hedges, 1994. "Bottomline banking: regaining the lost paradigm," Proceedings 28, Federal Reserve Bank of Chicago.
  67. Syed M. Harun & M. Kabir Hassan & Tarek S. Zaher, 2005. "Effect of Monetary Policy on Commercial Banks Across Different Business Conditions," Multinational Finance Journal, Multinational Finance Journal, vol. 9(1-2), pages 99-128, March-Jun.
  68. James M. O'Brien & Athanasios Orphanides & David H. Small, 1994. "Estimating the interest rate sensitivity of liquid retail deposit values," Finance and Economics Discussion Series 94-15, Board of Governors of the Federal Reserve System (U.S.).
  69. Michael Isimbabi & Alan Tucker, 1997. "The market perception of banking industry risk: A multifactor analysis," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(1), pages 99-112, March.
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