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Measuring and managing interest rate risk: A primer
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Measuring and managing interest rate risk: A primer (1984)Measuring and managing interest rate risk…Valuing Core Deposits (2012)Valuing Core DepositsFinancial Intermediaries and Interest Rate Risk: II (2006)Financial Intermediaries and …Low Inflation: The Behavior of Financial Markets and Institutions (2000)Low Inflation: The Behavior o…Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms (1990)Modeling Structural and Tempo…Interest Rate Risk at Commercial Banks: An Empirical Investigation (1989)Interest Rate Risk at Commerc…Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation (1981)Market Evidence on the Effective Maturity of Bank Assets and Liabilities (1984)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The Rigidity of Prices: Evidence from the Banking Industry (1991)Market Structure and the Nature of Price Rigidity: Evidence from the Market for Consumer Deposits (1992)Basel Committee On Banking Supervision (2010)Retail Bank Interest Margins in Low Interest Rate Environments (2016)Government Guarantees and the Valuation of American Banks (2018)Credit Rationing in Markets with Imperfect Information (1981)Agency Costs, Net Worth, And Business Fluctuations (1988)Some Implications of the Zero Lower Bound on Interest Rates for the Term Structure and Monetary Policy (2002)A Monetary History of the United States, 1867-1960 (2017)How Would US Banks Fare in a Negative Interest Rate Environment? (2017)The Determinants of Bank Interest Margins: Theory and Empirical Evidence (1981)Common risk factors in the returns on stocks and bonds (1993)Beyond Value at Risk: The New Science of Risk Management (1998)The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective (2008)Macroeconomic stress-testing banks: a survey of methodologies (2009)Interest rate changes and stock returns: A European multi-country study with wavelets (2016)Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)On competition, risk, and hidden assets in the market for bank credit cards (1997)Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH–M Model (2007)Intangible assets valuation in the Malaysian capital market (2010)
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  • 1990Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms81 cited
  • 2006Financial Intermediaries and Interest Rate Risk: II53 cited
  • 2012Valuing Core Deposits33 cited
  • 1989Interest Rate Risk at Commercial Banks: An Empirical Investigation24 cited
  • 2000Low Inflation: The Behavior of Financial Markets and Institutions18 cited

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