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Interest Rate Uncertainty and the Financial Intermediary's Choice of Exposure

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  • Deshmukh, Sudhakar D
  • Greenbaum, Stuart I
  • Kanatas, George

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  • Deshmukh, Sudhakar D & Greenbaum, Stuart I & Kanatas, George, 1983. "Interest Rate Uncertainty and the Financial Intermediary's Choice of Exposure," Journal of Finance, American Finance Association, vol. 38(1), pages 141-147, March.
    • Handle: RePEc:bla:jfinan:v:38:y:1983:i:1:p:141-47
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    Cited by:

    1. Hogan, Arthur M. B. & Malmquist, David H., 1999. "Barriers to depository uses of derivatives: an empirical analysis," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 419-440, November.
    2. Samia Nur Jui & Rokibul Hasan Sakib & Md. Abu Rafsan, 2020. "Association between Interest Rate Changes and Profitability of Commercial Banks of Bangladesh," International Journal of Science and Business, IJSAB International, vol. 4(9), pages 17-37.
    3. Papadamou, Stephanos & Siriopoulos, Costas, 2014. "Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK," Journal of Economics and Business, Elsevier, vol. 71(C), pages 45-67.
    4. Willem Naude, 1995. "Financial liberalisation and interest rate risk management in Sub-Saharan Africa," Economics Series Working Papers WPS/1996-12, University of Oxford, Department of Economics.
    5. Entrop, O. & von la Hausse, L. & Wilkens, M., 2017. "Looking beyond banks’ average interest rate risk: Determinants of high exposures," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 204-218.
    6. Brian Du, 2020. "Securitized banking and interest rate sensitivity," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 851-876, April.
    7. Bharati, Rakesh & Nanisetty, Prasad & So, Jacky, 2006. "Dynamic gap transformations: Are banks asset - transformers or brokers? or both?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(1), pages 36-52, February.
    8. Devaney, Michael, 2001. "Time varying risk premia for real estate investment trusts: A GARCH-M model," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(3), pages 335-346.
    9. Chateau, John Peter D., 1985. "Liability management of financial intermediaries in a dynamic and uncertain perspective," European Economic Review, Elsevier, vol. 27(2), pages 183-200, March.
    10. M. Cary Collins & Van Son Lai & James E. McNulty, 1997. "Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off," Journal of Real Estate Research, American Real Estate Society, vol. 13(2), pages 155-176.
    11. Akhtaruzzaman, Md & Shamsuddin, Abul & Easton, Steve, 2014. "Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 378-396.
    12. Elyasiani, Elyas & Mansur, Iqbal, 1998. "Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model," Journal of Banking & Finance, Elsevier, vol. 22(5), pages 535-563, May.
    13. Eugene White, 1998. "Were banks special intermediaries in late nineteenth century America?," Review, Federal Reserve Bank of St. Louis, issue May, pages 13-32.
    14. Elijah Brewer & William E. Jackson & James T. Moser, 2001. "The value of using interest rate derivatives to manage risk of U.S. banking organizations," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 25(Q III), pages 49-66.
    15. HuiChen Chiang, 2007. "Financial intermediary's choice of borrowing," Applied Economics, Taylor & Francis Journals, vol. 40(2), pages 251-260.
    16. Brewer, Elijah & Deshmukh, Sanjay & Opiela, Timothy P., 2014. "Interest-rate uncertainty, derivatives usage, and loan growth in bank holding companies," Journal of Financial Stability, Elsevier, vol. 15(C), pages 230-240.

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