SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Interest Rate Risk of European Financial Corporations
0 references·11 citing·39 second hop
Interest Rate Risk of European Financial Corporations (2000)Interest Rate Risk of European Financial …Interest rate changes and stock returns: A European multi-country study with wavelets (2016)Interest rate changes and sto…Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms (2014)Dynamic correlation analysis …Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis (2014)Bank risk factors and changin…Linear and nonlinear interest rate sensitivity of Spanish banks (2011)Linear and nonlinear interest…Interest rate sensitivity of the European stock markets before and after the euro introduction (2011)Interest rate sensitivity of …Linear and nonlinear interest rate exposure in Spain (2010)Linear and nonlinear interest…Do economic factors influence stock returns? A firm and industry level analysis (2010)Do economic factors influence…Stock interest rate risk and inflation shocks (2009)Stock interest rate risk and …Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model (2008)Spanish stock market sensitiv…Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany (2008)Interest Rate Risk Rewards in…Analyzing the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data: Evidence from Germany (2008)Analyzing the Interest Rate R…Systematic Interest-Rate Risk in a Two-Index Model of Returns (1974)The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model (1998)Testing extensions of Fama & French models: A quantile regression approach (2018)Impact of changes in the level, slope and curvature of interest rates on U.S. sector returns: an asymmetric nonlinear cointegration approach (2019)Dividends, Earnings, and Stock Prices (1959)The capital asset pricing model: Some empirical tests (1972)An Empirical Investigation of the Arbitrage Pricing Theory (1980)The Cross-Section of Expected Stock Returns (1992)Law and Finance (1998)The theory and practice of corporate finance: evidence from the field (2001)Convergence in European Retail Payments (2013)Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK (2013)The Brexit vote and currency markets (2018)The Pricing of Interest-Rate Risk: Evidence from the Stock Market (1986)Interest Rate Sensitivity of S panish Industries: A Quantile Regression Approach (2015)Parsimonious Modeling of Yield Curves (1987)Common risk factors in the returns on stocks and bonds (1993)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Dynamic Conditional Correlation (2002)Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis: AGARCH-M approach (2016)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Impact of Macroeconomic Factors on Banking Index in Pakistan (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The cost of capital, corporation finance and the theory of investment (2008)The Econometrics of Financial Markets (2012)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Financial Cycles Across G7 Economies: A View from Wavelet Analysis (2019)Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis (2021)Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach (2022)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Determinants of real estate bank profitability (2019)Climate risk and financial stability: evidence from syndicated lending (2024)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2016Interest rate changes and stock returns: A European multi-country study with wavelets97 cited
  • 2014Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis60 cited
  • 2008Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model47 cited
  • 2010Do economic factors influence stock returns? A firm and industry level analysis41 cited
  • 2011Linear and nonlinear interest rate sensitivity of Spanish banks37 cited
  • 2009Stock interest rate risk and inflation shocks37 cited
  • 2011Interest rate sensitivity of the European stock markets before and after the euro introduction36 cited
  • 2008Interest Rate Risk Rewards in Stock Returns of Financial Corporations: Evidence from Germany36 cited
  • 2010Linear and nonlinear interest rate exposure in Spain35 cited
  • 2014Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms31 cited
  • 2008Analyzing the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data: Evidence from Germany27 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work