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Derivatives, Portfolio Composition and Bank Holding Company

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References

1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
1995The Transformation of the U.S. Banking Industry: What a Long, Strange Trip It's Been625 cited
1988Change in Market Assessments of Deposit-Institution Riskiness156 cited
1991Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model124 cited
1996The Association Between Stock-Price Interest Rate Sensitivity and Disclosures About Derivative Instruments122 cited
1995Banks and Derivatives103 cited
1994A Two-Factor ARCH Model for Deposit-Institution Stock Returns73 cited
1996An Analysis of Commercial Bank Exposure to Interest Rate Risk71 cited
1996Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions61 cited
1997Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks59 cited
1995Interest rate derivatives and asset-liability management by commercial banks31 cited
1995Historical Patterns and Recent Changes in the Relationship between Bank Holding Company Size and Risk27 cited

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2013Derivatives as risk management and performance of agricultural banks21 cited
2008A Market-Based Measure of Credit Portfolio Quality and Banks' Performance During the Subprime Crisis

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20 cited

2016Identifying the Determinants of Interest Rate Risk of the Banks17 cited

2001Accounting Choices and Risk Management: SFAS 115 and U.S. Bank Holding Companies15 cited