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The effects of a shift in monetary policy regime on the profitability and risk of commercial banks
10 references·16 citing·50 second hop
The effects of a shift in monetary policy regime on the profitability and risk of commercial banks (1986)The effects of a shift in monetary policy…The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The Effect of Interest Rate C…Modeling the Banking Firm: A Survey (1984)Modeling the Banking Firm: A …Market Evidence on the Effective Maturity of Bank Assets and Liabilities (1984)Market Evidence on the Effect…Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation (1981)Market Interest Rates and Com…Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital (1981)Federal Deposit Insurance, Re…A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS (1980)A RE‐EXAMINATION OF INTEREST …Tender offers and stockholder returns (1977)Tender offers and stockholder…Capital adequacy and the regulation of financial intermediaries (1977)Capital adequacy and the regu…An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…The option pricing model and the risk factor of stock (1976)The option pricing model and …Can money supply endogeneity influence bank stock returns? A case study of South Asian economies (2022)Can money supply endogeneity …Does Monetary Policy Influence the Profitability of Banks in New Zealand? (2020)Does Monetary Policy Influenc…Interest Rate Risk and Bank Equity Valuations (2012)Interest Rate Risk and Bank E…Interest Rate Risk and Bank Equity Valuations (2012)Interest Rate Risk and Bank E…What Does the Federal Reserves Economic Value Model Tell Us About Interest Rate Risk at U.S. Community Banks? (2004)What Does the Federal Reserve…Bank Risk Strategies and Cyclical Variation in Bank Stock Returns (2004)Bank Risk Strategies and Cycl…International Spillover of Risk and Return among Major Banking Institutions: A Bivariate GARCH Model (2003)International Spillover of Ri…Changes in market assessments of bank risk following the Riegle–Neal Act of 1994 (2002)Changes in market assessments…The impact of FDICIA on bank returns and risk: Evidence from the capital markets (2001)The impact of FDICIA on bank …Why electric utility stocks are sensitive to interest rates (1998)Why electric utility stocks a…A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions (1997)A new test of the relationshi…FINANCIAL MARKET DEREGULATION AND BANK RISK: TESTING FOR BETA INSTABILITY* (1995)FINANCIAL MARKET DEREGULATION…Bank risk and real estate: An asset pricing perspective (1995)Bank risk and real estate: An…DIDMCA and bank market risk: Theory and evidence (1992)DIDMCA and bank market risk: …The effects of DIDMCA on bank stockholders' returns and risk (1988)The effects of DIDMCA on bank…Intra- and Interindustry Effects of Bank Securities Market Activities: The Case of Discount Brokerage (1987)Intra- and Interindustry Effe…Mergers and the Market for Corporate Control (1965)The Adjustment of Stock Prices to New Information (1969)Antitakeover charter amendments and stockholder wealth (1983)From Ambushes to Golden Parachutes: Corporate Takeovers as an Instance of Cultural Framing and Institutional Integration (1986)Merger strategies and stockholder value (1987)The Adjustment of Stock Prices to New Information (2003)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? 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(1979)Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note (1985)Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model (1991)BANK EXPOSURE TO INTEREST RATE RISK: A GLOBAL PERSPECTIVE (1995)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Loan Sales and the Cost of Bank Capital (1988)Deposit Insurance and Wealth Effects: The Value of Being "Too Big to Fail" (1990)Prudential Regulation for Banks (1995)The cost of capital, corporation finance and the theory of investment (2008)Liquidity Preference as Behavior Towards Risk (1958)Bank funds management in an efficient market (1975)The Demand for Quality-adjusted Cash Balances: Price Uncertainty in the U.S. Demand for Money Function (1977)The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey (2011)Simple Banking: Profitability and the Yield Curve (2012)Interest rate risk and bank equity valuations (2018)An Intertemporal Capital Asset Pricing Model (1973)Asset returns and inflation (1977)Evidence of Bank Market Discipline in Subordinated Debenture Yields: 1983- 1991 (1996)Cost and Profit Efficiency of Financial Conglomerates and Universal Banks in Europe (2002)Does the stock market value bank diversification? (2007)Venture capital contracting under asymmetric information (1998)Competitive positioning within and across a strategic group structure: the performance of core, secondary, and solitary firms (2002)Bank Heterogeneity and Interest Rate Setting: What Lessons Have We Learned Since Lehman Brothers? (2011)Capital controls and bank risk (1991)Bank Regulation and Supervision: What Works Best? (2001)The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model (2001)
this work references cited by second hop

References

  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1976The option pricing model and the risk factor of stock1,239 cited
  • 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
  • 1981Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital525 cited
  • 1977Tender offers and stockholder returns482 cited
  • 1984Modeling the Banking Firm: A Survey385 cited
  • 1977Capital adequacy and the regulation of financial intermediaries357 cited
  • 1981Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation196 cited
  • 1984Market Evidence on the Effective Maturity of Bank Assets and Liabilities153 cited
  • 1980A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS128 cited

Cited by

  • 2002Changes in market assessments of bank risk following the Riegle–Neal Act of 199467 cited
  • 1987Intra- and Interindustry Effects of Bank Securities Market Activities: The Case of Discount Brokerage65 cited
  • 2012Interest Rate Risk and Bank Equity Valuations56 cited
  • 2003International Spillover of Risk and Return among Major Banking Institutions: A Bivariate GARCH Model

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53 cited
  • 2020Does Monetary Policy Influence the Profitability of Banks in New Zealand?51 cited
  • 2004What Does the Federal Reserves Economic Value Model Tell Us About Interest Rate Risk at U.S. Community Banks?49 cited
  • 1988The effects of DIDMCA on bank stockholders' returns and risk46 cited
  • 2012Interest Rate Risk and Bank Equity Valuations44 cited
  • 2001The impact of FDICIA on bank returns and risk: Evidence from the capital markets38 cited
  • 1992DIDMCA and bank market risk: Theory and evidence36 cited
  • 1995Bank risk and real estate: An asset pricing perspective32 cited
  • 2004Bank Risk Strategies and Cyclical Variation in Bank Stock Returns29 cited
  • 1998Why electric utility stocks are sensitive to interest rates27 cited
  • 2022Can money supply endogeneity influence bank stock returns? A case study of South Asian economies26 cited
  • 1995FINANCIAL MARKET DEREGULATION AND BANK RISK: TESTING FOR BETA INSTABILITY*22 cited
  • 1997A new test of the relationship between regulatory change in financial markets and the stability of beta risk of depository institutions20 cited