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The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach
0 references·6 citing·16 second hop
The association between bank stock market-based risk measures and the financial characteristics of the firm: a pooled cross-section time- series approach (1985)The association between bank stock market…Policy uncertainty and bank’s funding costs: The effects of the financial crisis, Covid-19 pandemic, and market discipline (2023)Policy uncertainty and bank’s…A methodological investigation of risk exposure of bank off-balance sheet loan commitment activities (1994)A methodological investigatio…The market's perception of the riskiness of large U.S. Bank commercial letters of credit (1992)The market's perception of th…The impact of standby letters of credit on bank risk: A note (1992)The impact of standby letters…An Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns (1990)An Intracyclical Analysis of …Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms (1988)Modeling Structural and Tempo…The Pricing of Options and Corporate Liabilities (1973)Financial Intermediation and Delegated Monitoring (1984)Pricing Risk-Adjusted Deposit Insurance: An Option-Based Model (1986)Collateral, loan quality and bank risk (1990)Off-balance sheet activities and scope economies in U.S. banking (2022)Proceedings of a Conference on Bank Structure and Competition. (1969)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)Bank Insolvency Risk and the Market for Large Certificates of Deposit (1988)Credit risk measurement: Developments over the last 20 years (1997)Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)The Pricing of Interest-Rate Risk: Evidence from the Stock Market (1986)Deposit Rate Ceilings and the Market Value of Banks: The Case of France, 1971-1981 (1992)Rational Expectations and the Theory of Price Movements (1961)The General Theory of Employment, Interest and Money. (1936)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Measuring Economic Policy Uncertainty* (2016)
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  • 2023Policy uncertainty and bank’s funding costs: The effects of the financial crisis, Covid-19 pandemic, and market discipline20 cited
  • 1988Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms20 cited
  • 1994A methodological investigation of risk exposure of bank off-balance sheet loan commitment activities19 cited
  • 1992The market's perception of the riskiness of large U.S. Bank commercial letters of credit19 cited
  • 1992The impact of standby letters of credit on bank risk: A note18 cited
  • 1990An Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns15 cited

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