SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

An empirical analysis of bank interest rate swaps · Study

ArticleShelves

ArticleAn empirical analysis of bank interest rate swaps

Sung-Hwa Kim1993

Article1993

An empirical analysis of bank interest rate swaps

Sung-Hwa Kim · Gary D. Koppenhaver

70 citations·0/0 files stored·Journal of Financial Services Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk Management in Financial Firms Banking stability, regulation, efficiency Credit Risk and Financial Regulations

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 70 citations exist upstream.

References

1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions 1969Proceedings of a Conference on Bank Structure and Competition.1986An Economic Analysis of Interest Rate Swaps 1987Securitization with recourse 1990Interest-rate risk and the pricing of depository financial intermediary common stock 1989Alternative Explanations of Interest Rate Swaps: A Theoretical and Empirical Analysis 1985EXPECTATIONS, INTEREST RATES, AND COMMERCIAL BANK STOCKS 1986INTEREST RATE RISK AND EQUITY VALUES OF HEDGED AND UNHEDGED FINANCIAL INTERMEDIARIES

Cited by

1997Corporate Hedging in the Insurance Industry 2017The Hazards of Expert Control: Chief Risk Officers and Risky Derivatives 2007MANAGERIAL INCENTIVES AND THE USE OF FOREIGN‐EXCHANGE DERIVATIVES BY BANKS 2007Who Transfers Credit Risk? Determinants of the Use of Credit Derivatives by Large US Banks 2003Derivative activities and the risk of international banks: A market index and VaR approach

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1998Interest rate changes and common stock returns of financial institutions: evidence from the UKarticle · 4 shared references 2007Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH–M Modelarticle · 4 shared references 2003The Interest Rate Risk Exposure of Financial Intermediaries: A Review of the Theory and Empirical Evidencearticle · 4 shared references 1995Commercial Bank Exposure and Sensitivity to the Real Estate Marketarticle · 4 shared references 2004Bank stock return sensitivities to the long‐term and short‐term interest rates: a multivariate GARCH spproacharticle · 4 shared references 2004Market, interest rate and foreign exchange rate risk in Australian banking: A GARCH-M approacharticle · 4 shared references

Details

Year1993

Typearticle

Published1993-01-01

VenueJournal of Financial Services Research

ISSN-L0920-8550

Languageen

Citations70

Files0 public / 0

ShelfRisk Management in Financial Firms

Identifiers

doi10.1007/bf01048340

openalex_workW2013400078

Links

Imported from OpenAlex (CC0) — nothing here is generated.

1996

Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers

2008An Evaluation of FAS 159 Fair Value Option: Evidence from the Banking Industry

2000The risk of foreign currency contingent claims at US commercial banks