Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks
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Cited by:
- 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.
- Beverly J. Hirtle, 1996. "Derivatives, Portfolio Composition and Bank Holding Company Interest Rate Risk Exposure," Center for Financial Institutions Working Papers 96-43, Wharton School Center for Financial Institutions, University of Pennsylvania.
- 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.
- Schüler, Martin, 2002. "The threat of systemic risk in banking: evidence for Europe," ZEW Discussion Papers 02-21, ZEW - Leibniz Centre for European Economic Research.
- 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.
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More about this item
Keywords
Off-balance sheet; Bank risk Derivatives; Interest rate risk; Exchange risk exposure JEL classification: G2; Gl; F3;All these keywords.
JEL classification:
- G2 - Financial Economics - - Financial Institutions and Services
- F3 - International Economics - - International Finance
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