Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model

Simon H. Kwan

doi:10.1007/bf00127084

Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model

Journal of Financial Services Research ◽

10.1007/bf00127084 ◽

1991 ◽

Vol 5 (1) ◽

pp. 61-76 ◽

Cited By ~ 72

Author(s):

Simon H. Kwan

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Commercial Bank ◽

Rate Sensitivity ◽

Random Coefficient ◽

Random Coefficient Model ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text

Survey Data and the Interest Rate Sensitivity of US Bank Stock Returns

Economic Notes ◽

10.1111/1468-0300.00030 ◽

2000 ◽

Vol 29 (2) ◽

pp. 201-213 ◽

Cited By ~ 19

Author(s):

H. A. Benink ◽

C. C. P. Wolff

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Survey Data ◽

Rate Sensitivity ◽

Bank Stock Returns ◽

Bank Stock ◽

The Interest Rate

Download Full-text

INTEREST RATE SENSITIVITY OF BANK STOCK RETURNS: SPECIFICATION EFFECTS AND STRUCTURAL CHANGES

The Journal of Financial Research ◽

10.1111/j.1475-6803.1990.tb00544.x ◽

1990 ◽

Vol 13 (2) ◽

pp. 147-154 ◽

Cited By ~ 45

Author(s):

Srinivas R. Akella ◽

Su-Jane Chen

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Structural Changes ◽

Rate Sensitivity ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text

Interest rate and bank stock returns asymmetry: Evidence from U.S. banks

Journal of Economics and Finance ◽

10.1007/s12197-007-9004-4 ◽

2007 ◽

Vol 32 (2) ◽

pp. 105-118 ◽

Cited By ~ 9

Author(s):

Priti Verma ◽

Dave O. Jackson

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text

Can a Non-Event Be an Event? The Case of Bank Stock Returns Surrounding Unexpected Interest Rate Inaction by the Federal Reserve

Journal of Accounting and Finance ◽

10.33423/jaf.v20i2.2809 ◽

2020 ◽

Vol 20 (2) ◽

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Federal Reserve ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text

AN EXAMINATION OF THE INTEREST RATE SENSITIVITY OF COMMERCIAL BANK STOCK

Review of Financial Economics ◽

10.1002/j.1873-5924.1991.tb00539.x ◽

1991 ◽

Vol 1 (1) ◽

pp. 23-34 ◽

Cited By ~ 6

Author(s):

Theodor Kohers ◽

Robert Nagy

Keyword(s):

Interest Rate ◽

Commercial Bank ◽

Rate Sensitivity ◽

Bank Stock ◽

The Interest Rate

Download Full-text

The Basis Risk Component of Commercial Bank Stock Returns

Journal of Economics and Business ◽

10.1016/s0148-6195(97)00054-4 ◽

1998 ◽

Vol 50 (1) ◽

pp. 67-76 ◽

Cited By ~ 4

Author(s):

Jill L. Wetmore ◽

John R. Brick

Keyword(s):

Stock Returns ◽

Commercial Bank ◽

Basis Risk ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text

BANK STOCK RETURNS, INTEREST RATE CHANGES, AND THE REGULATORY ENVIRONMENT: NEW INSIGHTS FROM JAPAN

The Japanese Finance: Corporate Finance and Capital Markets in ... - International Finance Review ◽

10.1016/s1569-3767(03)04014-7 ◽

2004 ◽

pp. 279-302

Author(s):

John Paul Broussard ◽

Kenneth A. Kim ◽

Piman Limpaphayom

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Regulatory Environment ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text

Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns

Journal of Multinational Financial Management ◽

10.1016/s1042-444x(00)00031-1 ◽

2000 ◽

Vol 10 (3-4) ◽

pp. 397-420 ◽

Cited By ~ 29

Author(s):

Chu-Sheng Tai

Keyword(s):

Exchange Rate ◽

Stock Returns ◽

Commercial Bank ◽

Risk Premia ◽

Exchange Rate Risk ◽

Time Varying ◽

Market Interest Rate ◽

The Us ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text

Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model

Journal of Banking & Finance ◽

10.1016/s0378-4266(98)00003-x ◽

1998 ◽

Vol 22 (5) ◽

pp. 535-563 ◽

Cited By ~ 142

Author(s):

Elyas Elyasiani ◽

Iqbal Mansur

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text

Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China

Multinational Finance Journal ◽

10.17578/17-1/2-3 ◽

2013 ◽

Vol 17 (1/2) ◽

pp. 77-106

Author(s):

Xiangnan Meng ◽

◽

Xin Deng ◽

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Foreign Exchange ◽

Bank Stock Returns ◽

Bank Stock

Download Full-text