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The risk of foreign currency contingent claims at US commercial banks
16 references·2 citing·44 second hop
The risk of foreign currency contingent claims at US commercial banks (2000)The risk of foreign currency contingent c…The Use of Interest Rate Derivatives by End-users: The Case of Large Community Banks (1998)The Use of Interest Rate Deri…The exchange rate exposure of U.S. and Japanese banking institutions (1997)The exchange rate exposure of…Determinants of Corporate Hedging Behavior: Evidence from the Life Insurance Industry (1997)Determinants of Corporate Hed…Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure (1997)Derivatives, Portfolio Compos…Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks (1997)Derivative Exposure and the I…Value-relevance of banks' derivatives disclosures (1996)Value-relevance of banks' der…The Association Between Stock-Price Interest Rate Sensitivity and Disclosures About Derivative Instruments (1996)The Association Between Stock…Banks and Derivatives (1995)Banks and DerivativesAn empirical analysis of bank interest rate swaps (1993)An empirical analysis of bank…Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model (1991)Re-examination of interest ra…Ownership Structure, Deregulation, and Bank Risk Taking (1990)Ownership Structure, Deregula…Change in Market Assessments of Deposit-Institution Riskiness (1988)Change in Market Assessments …Change in market assessments of deposit-institution riskiness (1988)Change in market assessments …Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note (1985)Interest Rate Sensitivity in …The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The Effect of Interest Rate C…Market Evidence on the Effective Maturity of Bank Assets and Liabilities (1984)Market Evidence on the Effect…The Use of Financial Derivatives and Risks of U.S. Bank Holding Companies (2018)The Use of Financial Derivati…Bank Risk Strategies and Cyclical Variation in Bank Stock Returns (2004)Bank Risk Strategies and Cycl…Asset returns and inflation (1977)BANK EXPOSURE TO INTEREST RATE RISK: A GLOBAL PERSPECTIVE (1995)Evidence on the financial characteristics of banks that do and do not use derivatives (2000)The Interest Rate Exposure of Nonfinancial Corporations (2002)Short- Term Interest Rates as Predictors of Inflation (2021)The Nature of the Firm (1937)Fair Value Accounting: Evidence from Investment Securities and the Market Valuation of Banks. (1994)Earnings, Book Values, and Dividends in Equity Valuation* (1995)Perspectives on Recent Capital Market Research (2002)A Content Analysis of Risk Management Disclosures in Canadian Annual Reports (2005)Is fair value accounting information relevant and reliable? Evidence from capital market research (2007)An Intertemporal Capital Asset Pricing Model (1973)Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)Fixed-rate deposit insurance and risk-shifting behavior at commercial banks (1992)Impact of the 1988 Basle Accord on International Banks (1996)Risk measurement when shares are subject to infrequent trading (1979)Market Interest Rates and Commercial Bank Profitability: An Empirical Investigation (1981)Bank Foreign Lending, Mandatory Disclosure Rules, and the Reaction of Bank Stock Prices to the Mexican Debt Crisis (1987)The US Dollar Shortage in Global Banking and the International Policy Response (2009)Banks' Risk Exposures (2015)Proceedings of a Conference on Bank Structure and Competition. (1969)An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach (1980)Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972–1992 (1997)Common risk factors in bank stocks (2008)Risk Reduction as a Managerial Motive for Conglomerate Mergers (1981)The relationship between return and market value of common stocks (1981)The Structure of Corporate Ownership: Causes and Consequences (1985)The relationship between risk and capital in commercial banks (1992)Ownership structure, risk and performance in the European banking industry (2007)Creditor rights, information sharing, and bank risk taking (2010)Required Disclosure and the Stock Market: An Evaluation of the Securities Exchange Act of 1934 (1973)Risk and Return of Information Technology Initiatives: Evidence from Electronic Commerce Announcements (2007)Empirical exchange rate models of the seventies (1983)Exposure to Currency Risk: Definition and Measurement (1984)The Exchange-Rate Exposure of U.S. Multinationals (1990)Asymmetric exchange rate exposure: theory and evidence (2003)Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey (2011)Derivatives and Corporate Risk Management: Participation and Volume Decisions in the Insurance Industry (2001)An Investigation Into the Diversification–Performance Relationship in the U.S. Property–Liability Insurance Industry (2008)Can Green Innovation Affect ESG Ratings and Financial Performance? Evidence from Chinese GEM Listed Companies (2022)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)
this work references cited by second hop

References

  • 1990Ownership Structure, Deregulation, and Bank Risk Taking1,031 cited
  • 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
  • 1996Value-relevance of banks' derivatives disclosures356 cited
  • 1997The exchange rate exposure of U.S. and Japanese banking institutions199 cited
  • 1988Change in Market Assessments of Deposit-Institution Riskiness156 cited
  • 1984Market Evidence on the Effective Maturity of Bank Assets and Liabilities153 cited
  • 1997Determinants of Corporate Hedging Behavior: Evidence from the Life Insurance Industry143 cited
  • 1988Change in market assessments of deposit-institution riskiness135 cited
  • 1991Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model124 cited
  • 1985Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note124 cited
  • 1996The Association Between Stock-Price Interest Rate Sensitivity and Disclosures About Derivative Instruments122 cited
  • 1997Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks107 cited
  • 1995Banks and Derivatives103 cited
  • 1998The Use of Interest Rate Derivatives by End-users: The Case of Large Community Banks98 cited

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  • 1997Derivatives, Portfolio Composition, and Bank Holding Company Interest Rate Risk Exposure90 cited
  • 1993An empirical analysis of bank interest rate swaps70 cited
  • Cited by

    • 2004Bank Risk Strategies and Cyclical Variation in Bank Stock Returns29 cited
    • 2018The Use of Financial Derivatives and Risks of U.S. Bank Holding Companies25 cited