Interest rate risk and bank equity valuationsWilliam B. English, Skander Van den Heuvel, Egon Zakrajšek2018-04-17articleJournal of Monetary Economics178 citationsgreenNo readable copy stored yet — this record is metadata only.Banking stability, regulation, efficiencyMonetary Policy and Economic ImpactFinancial Markets and Investment StrategiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 178 citations exist upstream.References2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches2005Estimation and Inference of Impulse Responses by Local Projections2011Robust Inference With Multiway Clustering2008Liquidity and leverage1996The Conditional CAPM and the Cross-Section of Expected Returns2000What Do a Million Observations on Banks Say About the Transmission of Monetary Policy?2010A model of unconventional monetary policy2005What Explains the Stock Market's Reaction to Federal Reserve Policy?Cited by2020Banks’ exposure to interest rate risk and the transmission of monetary policy2015Banks' Risk Exposures2017Who Bears Interest Rate Risk?2022Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect2014Stress-testing US bank holding companies: A dynamic panel quantile regression approach2014Bank Risk and Competition: Evidence from Regional Banking Markets2020Negative Monetary Policy Rates and Systemic Banks' Risk‐Taking: Evidence from the Euro Area Securities Register2012Redistributive Monetary Policy 1