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Derivatives and bank regulation

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  • Chen, Andrew H.

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  • Chen, Andrew H., 1997. "Derivatives and bank regulation," Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 157-165, June.
    • Handle: RePEc:eee:pacfin:v:5:y:1997:i:2:p:157-165
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    References listed on IDEAS

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    1. Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A, 1979. "Duration and the Measurement of Basis Risk," The Journal of Business, University of Chicago Press, vol. 52(1), pages 51-61, January.
    2. Andrew H. Chen & Mohammed M. Chaudhury, 1996. "The Market Value and Dynamic Interest Rate Risk of Swaps," Center for Financial Institutions Working Papers 96-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005. "A Theory Of The Term Structure Of Interest Rates," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 5, pages 129-164, World Scientific Publishing Co. Pte. Ltd..
    4. Miller, Merton H., 1996. "The social costs of some recent derivatives disasters," Pacific-Basin Finance Journal, Elsevier, vol. 4(2-3), pages 113-127, July.
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    Cited by:

    1. Chen, Andrew H., 2002. "A new perspective on infrastructure financing in Asia," Pacific-Basin Finance Journal, Elsevier, vol. 10(3), pages 227-242, June.

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