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Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea
16 references·6 citing·42 second hop
Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea (2004)Interest rate and exchange rate exposures…Maintaining Financial Stability in a Global Economy (1998)Maintaining Financial Stabili…The exchange rate exposure of U.S. and Japanese banking institutions (1997)The exchange rate exposure of…Understanding Financial Crises: A Developing Country Perspective (1996)Understanding Financial Crise…Annual World Bank Conference on Development Economics 1995 (1996)Annual World Bank Conference …BANK EXPOSURE TO INTEREST RATE RISK: A GLOBAL PERSPECTIVE (1995)BANK EXPOSURE TO INTEREST RAT…Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect (1994)Firm Valuation, Earnings Expe…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…INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED (1990)INTEREST RATE CHANGES AND COM…EXPECTATIONS, INTEREST RATES, AND COMMERCIAL BANK STOCKS (1985)EXPECTATIONS, INTEREST RATES,…The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions (1984)The Effect of Interest Rate C…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach (1980)An Empirical Study of the Int…The volatility of bank stock prices and macroeconomic fundamentals in the Pakistani context: an application of GARCH and EGARCH models (2020)The volatility of bank stock …Influence of Risk Management on Performance: An Empirical Study of International Islamic Bank (2014)Influence of Risk Management …Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK (2013)Interest rate risk and the cr…Risk Management Practices and Financial performance of Islamic Banks: Malaysian Evidence (2011)Risk Management Practices and…The foreign exchange exposure of Chinese banks (2009)The foreign exchange exposure…On the rationale of bank lending in pre-crisis Thailand (2007)On the rationale of bank lend…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)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)Exchange Rate Exposure (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time‐Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)Empirical exchange rate models of the seventies (1983)Exposure to Currency Risk: Definition and Measurement (1984)Equilibrium in a Capital Asset Market (1966)The capital asset pricing model: Some empirical tests (1972)Change in Market Assessments of Deposit-Institution Riskiness (1988)REIT Characteristics and the Sensitivity of REIT Returns (2000)The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey (2011)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Credit Rationing in Markets with Imperfect Information (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Global Capital Market: Benefactor or Menace? 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this work references cited by second hop

References

  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 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
  • 1994Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect751 cited
  • 1996Understanding Financial Crises: A Developing Country Perspective695 cited
  • 1993Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA672 cited
  • 1996Annual World Bank Conference on Development Economics 1995322 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
  • 1980An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach175 cited
  • 1990INTEREST RATE CHANGES AND COMMON STOCK RETURNS OF FINANCIAL INSTITUTIONS: REVISITED133 cited
  • 1991Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model124 cited
  • 1995BANK EXPOSURE TO INTEREST RATE RISK: A GLOBAL PERSPECTIVE106 cited
  • 1985EXPECTATIONS, INTEREST RATES, AND COMMERCIAL BANK STOCKS95 cited

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  • 1992Innovations in Interest Rates, Duration Transformation, and Bank Stock Returns84 cited
  • 1998Maintaining Financial Stability in a Global Economy82 cited
  • Cited by

    • 2007On the rationale of bank lending in pre-crisis Thailand40 cited
    • 2009The foreign exchange exposure of Chinese banks37 cited
    • 2011Risk Management Practices and Financial performance of Islamic Banks: Malaysian Evidence35 cited
    • 2013Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK35 cited
    • 2020The volatility of bank stock prices and macroeconomic fundamentals in the Pakistani context: an application of GARCH and EGARCH models27 cited
    • 2014Influence of Risk Management on Performance: An Empirical Study of International Islamic Bank25 cited