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An Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns · Study

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ArticleAn Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns

Elijah Brewer1990

Article1990

An Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns

Elijah Brewer · Cheng Few Lee

15 citations·0/0 files stored·Quarterly journal of business and economics

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Banking stability, regulation, efficiency Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1961Rational Expectations and the Theory of Price Movements 1984The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions 1974Systematic Interest-Rate Risk in a Two-Index Model of Returns 1980An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach 1980A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS 1985Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note 1977A Test of Stone's Two-Index Model of Returns 1985EXPECTATIONS, INTEREST RATES, AND COMMERCIAL BANK STOCKS

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Year1990

Typearticle

Published1990-09-22

VenueQuarterly journal of business and economics

ISSN-L0747-5535

Languageen

Citations15

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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openalex_workW2889610060

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