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Innovations in Interest Rates, Duration Transformation, and Bank Stock Returns

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References

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1980An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach175 cited

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2012Interest Rate Risk and Bank Equity Valuations56 cited
2006Financial Intermediaries and Interest Rate Risk: II53 cited
2009Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure52 cited
2001Canadian chartered banks’ stock returns and exchange rate risk44 cited
2012Interest Rate Risk and Bank Equity Valuations44 cited
2016Non-interest Income, Trading, and Bank Risk41 cited
1995Commercial Bank Exposure and Sensitivity to the Real Estate Market39 cited

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2008

Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany

36 cited

2013Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK35 cited

1997Evidence on Interest Rate Risk Management and Derivatives Usage by Commercial Banks29 cited

1998Why electric utility stocks are sensitive to interest rates27 cited

2003Macroeconomic Factors and Bank and Finance Stock Prices: The Australian Experience24 cited

1999Unexpected inflation and bank stock returns: The case of France 1977–199123 cited

2002The sensitivity of Japanese bank stock returns to economic factors23 cited

2012The business cycle implications of banksʼ maturity transformation22 cited