Unanticipated interest rates, bank stock returns and the nominal contracting hypothesis
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Cited by:
- Joon-Ho Hahm, 2004. "Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea," Applied Economics, Taylor & Francis Journals, vol. 36(13), pages 1409-1419.
- Chaudhry, Mukesh K. & Christie-David, Rohan & Koch, Timothy W. & Reichert, Alan K., 2000. "The risk of foreign currency contingent claims at US commercial banks," Journal of Banking & Finance, Elsevier, vol. 24(9), pages 1399-1417, September.
- Baele, Lieven & De Bruyckere, Valerie & De Jonghe, Olivier & Vander Vennet, Rudi, 2015.
"Model uncertainty and systematic risk in US banking,"
Journal of Banking & Finance, Elsevier, vol. 53(C), pages 49-66.
- Baele, L.T.M. & De Bruyckere, Valerie & De Jonghe, O.G. & Vander Vennet, Rudi, 2015. "Model uncertainty and systematic risk in US banking," Other publications TiSEM 64ca79ee-d480-4d66-a8b6-a, Tilburg University, School of Economics and Management.
- Mamun, Abdullah & Hassan, M. Kabir, 2014.
"What explains the lack of monetary policy influence on bank holding companies?,"
Review of Financial Economics, Elsevier, vol. 23(4), pages 227-235.
- Abdullah Mamun & M. Kabir Hassan, 2014. "What explains the lack of monetary policy influence on bank holding companies?," Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 227-235, November.
- Söhnke Bartram, 2002.
"The Interest Rate Exposure of Nonfinancial Corporations,"
Review of Finance, European Finance Association, vol. 6(1), pages 101-125.
- Sohnke M. Bartram, 2001. "The Interest Rate Exposure of Nonfinancial Corporations," Finance 0112002, University Library of Munich, Germany, revised 13 May 2002.
- Piergiorgio Alessandri & Benjamin D. Nelson, 2015.
"Simple Banking: Profitability and the Yield Curve,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 143-175, February.
- Alessandri, Piergiorgio & Nelson, Benjamin, 2012. "Simple banking: profitability and the yield curve," Bank of England working papers 452, Bank of England.
- Piergiorgio Alessandri & Benjamin Nelson, 2014. "Simple banking: profitability and the yield curve," Temi di discussione (Economic working papers) 945, Bank of Italy, Economic Research and International Relations Area.
- 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.
- Lumpkin, Stephen A. & O'Brien, James M., 1997. "Thrift stock returns and portfolio interest rate sensitivity," Journal of Monetary Economics, Elsevier, vol. 39(2), pages 341-357, July.
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