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Interest rate smoothness and the nonsettling-day behavior of banks

Kopecky, Kenneth J. - In: Journal of economics & business 45 (1993) 3, pp. 297-314

Persistent link: https://www.econbiz.de/10001331166

The sensitivity of bank stock returns to market, interest and exchange rate risks

Choe, Chong-mu - In: Journal of banking & finance 16 (1992) 5, pp. 983-1004

Persistent link: https://www.econbiz.de/10001130582

Domestic macroeconomic news and foreign interest rates

Becker, Kent Gregory - In: Journal of international money and finance 14 (1995) 6, pp. 763-783

Persistent link: https://www.econbiz.de/10001194452

Imperfect competition in bank retail markets, deposit and loan rate dynamics, and incomplete pass through

Kopecky, Kenneth J.; VanHoose, David D. - In: Journal of money, credit and banking : JMCB 44 (2012) 6, pp. 1185-1205

Persistent link: https://www.econbiz.de/10009693656

The Sensitivity of Bank Stock Returns to Market, Interest and Exchange Rate Risks

Choi, Jongmoo Jay - 2016

This paper presents and estimates a multifactor model of bank stock returns that incorporates market return, interest rate and exchange rate risk factors. A model of the optimizing behavior of an international banking tirm is used to derive the sensitivity coefficients of the alternative...

Persistent link: https://www.econbiz.de/10013006336