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Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
Tai, Chu-sheng, (2000)
Stock and bond market linkage in the empirical study of interest rate sensitivity of bank returns
Srivastava, Suresh C., (1998)
The basis risk component of commercial bank stock returns
Wetmore, Jill L., (1998)
Managing interest-rate risk in banking institutions
Booth, G. Geoffrey, (1989)
Ein mehrstufiges Goal-Programming-Modell zum Risikomanagement in Kreditinstituten
Bessler, Wolfgang, (1988)
Prudent margin levels in the Finnish stock index futures market
Booth, G. Geoffrey, (1995)