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Canadian chartered banks’ stock returns and exchange rate risk
16 references·3 citing·39 second hop
Canadian chartered banks’ stock returns and exchange rate risk (2001)Canadian chartered banks’ stock returns a…The exchange rate exposure of U.S. and Japanese banking institutions (1997)The exchange rate exposure of…BANK EXPOSURE TO INTEREST RATE RISK: A GLOBAL PERSPECTIVE (1995)BANK EXPOSURE TO INTEREST RAT…COMMERCIAL BANK RISK: MARKET, INTEREST RATE, AND FOREIGN EXCHANGE (1994)COMMERCIAL BANK RISK: MARKET,…Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993)Exchange rate exposure and in…The sensitivity of bank stock returns to market, interest and exchange rate risks (1992)The sensitivity of bank stock…Innovations in Interest Rates, Duration Transformation, and Bank Stock Returns (1992)Innovations in Interest Rates…Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model (1991)Re-examination of interest ra…The Exchange-Rate Exposure of U.S. Multinationals (1990)The Exchange-Rate Exposure of…Currency Fluctuations in the Post-Bretton Woods Era (1990)Currency Fluctuations in the …Assessing Foreign Exchange Exposure: Theory and Application Using Canadian Firms* (1990)Assessing Foreign Exchange Ex…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…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS (1980)A RE‐EXAMINATION OF INTEREST …Foreign exchange rate exposure: evidence from Canada (2014)Foreign exchange rate exposur…The foreign exchange exposure of Chinese banks (2009)The foreign exchange exposure…Exchange rate exposure: do size and foreign operations matter? (2007)Exchange rate exposure: do si…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model (1998)Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets (2006)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)Market and Industry Factors in Stock Price Behavior (1966)Risk, Return, and Equilibrium: Empirical Tests (1973)Investment Analysis and Portfolio Management. (1979)Exposure to Currency Risk: Definition and Measurement (1984)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Exchange Rate Exposure (2001)The Framing of Decisions and the Psychology of Choice (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)European Exchange Rate Credibility Before the Fall (1993)Exchange Rates and Oil Prices (1998)Oil prices and exchange rates: Norwegian evidence (2004)American Economic Review (2019)Asset returns and inflation (1977)Risk measurement when shares are subject to infrequent trading (1979)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)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)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)The Use of Foreign Currency Derivatives and Firm Market Value (2001)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)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1990The Exchange-Rate Exposure of U.S. Multinationals1,149 cited
  • 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions771 cited
  • 1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA672 cited
  • 1990Currency Fluctuations in the Post-Bretton Woods Era284 cited
  • 1992The sensitivity of bank stock returns to market, interest and exchange rate risks251 cited
  • 1997The exchange rate exposure of U.S. and Japanese banking institutions199 cited
  • 1988Change in Market Assessments of Deposit-Institution Riskiness156 cited
  • 1988Change in market assessments of deposit-institution riskiness135 cited
  • 1980A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS128 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
  • 1990Assessing Foreign Exchange Exposure: Theory and Application Using Canadian Firms*106 cited
  • 1995BANK EXPOSURE TO INTEREST RATE RISK: A GLOBAL PERSPECTIVE106 cited

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  • 1992Innovations in Interest Rates, Duration Transformation, and Bank Stock Returns84 cited
  • 1994COMMERCIAL BANK RISK: MARKET, INTEREST RATE, AND FOREIGN EXCHANGE67 cited
  • Cited by

    • 2009The foreign exchange exposure of Chinese banks37 cited
    • 2014Foreign exchange rate exposure: evidence from Canada33 cited
    • 2007Exchange rate exposure: do size and foreign operations matter?26 cited