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The sensitivity of bank stock returns to market, interest and exchange rate risks. (1992). Elyasiani, Elyas ; Kopecky, Kenneth J. ; Choi, Jongmoo Jay .
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:16:y:1992:i:5:p:983-1004.

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  2. Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy.
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  4. Analysis of the Behavior of Banks and Companies in the Conditions of Exchange Volatility in Russia. (2021). Yakovleva, Anna ; Chembulatova, Maria ; Trunin, Pavel ; Orekhov, Mikhail ; Ivanov, Evgeny ; Bozhechkova, Alexandra.
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  5. Interaction effects of corporate hedging activities for a multi-risk exposure: evidence from a quasi-natural experiment. (2021). Alasseur, Clemence ; Hang, Markus ; Rathgeber, Andreas W ; Wichmann, Lena ; Geyer-Klingeberg, Jerome.
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  6. The role of bank funding in systematic risk transmission. (2020). Satchell, Stephen ; Muijsson, Cherry.
    In: Finance Research Letters.
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  7. Credit Quality and Stock Returns of Commercial Banks. (2020). Rahat, Birjees ; Hasnaoui, Amir ; Mirza, Nawazish.
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  8. Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns.. (2020). Hanke, Bernd ; Zagonov, Maxim.
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  12. Funding conditions and insurance stock returns: Do insurance stocks really benefit from rising interest rate regimes?. (2019). Johnson, Robert R ; Jensen, Tyler K ; McNamara, Michael J.
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  13. Effect of Central Bank Intervention in Estimating Exchange Rate Exposure: Evidence from an Emerging Market. (2018). .
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    In: Journal of Banking & Finance.
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  16. Stock Market, Interest Rate and Exchange Rate Risk Effects on non Financial Stock Returns During the Financial Crisis. (2017). Anis, Jarboui ; Mouna, Aloui.
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  18. Bank Risk Factors and Changing Risk Exposures in the Pre- and Post-financial Crisis Periods: An Empirical Study for India. (2017). .
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  19. Micro and Macroeconomic Determinants of Stock Prices: The Case of Turkish Banking Sector. (2017). Rjoub, Husam ; Resatoglu, Nil Gunsel ; Civcir, Irfan .
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  20. What Influences Bank Stock Prices in Times of Crisis? An International Survey. (2017). Dapolito, Elisabetta ; Pacelli, Vincenzo.
    In: International Journal of Economics and Finance.
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  21. Audit quality, bank risks, and cross-country regulations.. (2017). Salganik-Shoshan, Galla ; Zagonov, Maxim ; Pettinicchio, Angela Kate .
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  22. Cointegration and Causality Relationship Between Stock Market, Money Market and Foreign Exchange Market in Pakistan. (2017). Ghulam, Abbas ; Laxmi, Koju ; Roni, Bhowmik ; Shouyang, Wang.
    In: Journal of Systems Science and Information.
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  23. Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis: AGARCH-M approach. (2016). Mouna, Aloui ; McMillan, David ; Anis, Jarboui.
    In: Cogent Economics & Finance.
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  24. Are Thai Equity Index Returns Sensitive to Interest and Exchange Rate Risks?. (2016). Jiranyakul, Komain.
    In: MPRA Paper.
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  25. GOSTERGE FAIZ ORANI DALGALANMALARI VE BIST ENDEKSLERI ARASINDAKI ILISKININ ESANLI KANTIL REGRESYON ILE ANALIZI. (2016). Uyar, Umut ; Gokce, Altan .
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  26. How do banks make the trade-offs among risks? The role of corporate governance. (2016). Chen, Hsiao-Jung ; Lin, Kuan-Ting .
    In: Journal of Banking & Finance.
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  27. The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey. (2016). Ekinci, Aykut .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-02-9.

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  28. THE IMPACT OF EXCHANGE RATES AND INTEREST RATES ON BANK STOCK RETURNS: EVIDENCE FROM U.S. BANKS. (2016). Verma, Priti .
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:11:y:2016:i:1:p:124-139.

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  29. Exchange Rate Changes and Stock Returns in China: A Markov Switching SVAR Approach. (2015). Tang, Bo ; Cuestas, Juan.
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  30. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
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  31. Does the Fama-Franch three-factor model work in the financial industry? Evidence from European bank stocks. (2015). Morresi, Ottorino ; Fidanza, Barbara.
    In: Working Papers.
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  32. Bank holding company performance, risk, and “busy” board of directors. (2015). Zhang, Ling ; Elyasiani, Elyas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:239-251.

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  33. Model uncertainty and systematic risk in US banking. (2015). Vander Vennet, Rudi ; De Jonghe, Olivier ; Baele, Lieven ; de Bruyckere, Valerie .
    In: Journal of Banking & Finance.
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  34. On the Bank Stocks Return and Volatility: Tale of a South Asian Economy. (2014). Raza, Naveed ; Zakaria, Muhammad ; Shahzad, Syed Jawad Hussain, ; Ali, Sajid.
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  35. International Evidence of Spillover Effects of Deposit Rates: A Multivariate Garch Model. (2014). Hu, Yan ; Hsiao, Fujen Daniel .
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  36. Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK. (2014). Papadamou, Stephanos ; SIRIOPOULOS, COSTAS.
    In: Journal of Economics and Business.
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  37. The use of financial derivatives and risks of U.S. bank holding companies. (2014). Marinč, Matej ; Li, Shaofang.
    In: International Review of Financial Analysis.
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  38. Are Dow Jones Islamic equity indices exposed to interest rate risk?. (2014). Shamsuddin, Abul.
    In: Economic Modelling.
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  39. Exchange Rate and Interest Rate Exposure of UK Industries Using First-order Autoregressive Exponential GARCH-in-mean (EGARCH-M) Approach. (2014). El-Masry, Ahmed ; Olugbode, Mojisola ; Pointon, John.
    In: Manchester School.
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  40. The Determinants of Foreign Exchange Rate (FER) Volatility in the Indian Economy. (2014). Rai, Shivam ; Sharma, Piyush.
    In: Indian Journal of Commerce and Management Studies.
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  41. Time-Varying Market, Interest Rate and Exchange Rate Risks of Thai Commercial Banks. (2013). Sukcharoensin, Pariyada .
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  42. Interest Rate, Exchange Rate, and Stock Prices of Islamic Banks: A Panel Data Analysis. (2013). Masih, Abul ; Ayub, Aishahton .
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  43. Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China. (2013). Deng, Xin ; Meng, Xiangnan .
    In: Multinational Finance Journal.
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  44. Exchange rate risk and the equity performance of financial intermediaries. (2013). Wilson, John ; Molyneux, Philip ; Gounopoulos, Dimitrios ; Wilson, John O. S., ; Staikouras, Sotiris K. ; Zhao, Gang.
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  45. The risk relevance of International Financial Reporting Standards: Evidence from Greek banks. (2013). Papadamou, Stephanos ; Tzivinikos, Trifon .
    In: International Review of Financial Analysis.
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  46. Bank Holding Company Performance, Risk and Busy Board of Directors. (2013). Zhang, Ling ; Elyasiani, Elyas.
    In: Working Papers.
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  47. INTERDEPENDENCE OF INTERNATIONAL FINANCIAL MARKET-- THE CASE OF INDIA AND U.S.. (2013). Tuteja, Divya ; Dua, Pami.
    In: Working papers.
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  48. An Application of GARCH while investigating volatility in stock returns of the World.. (2012). Osman, Amber ; Subhani, Muhammad Imtiaz ; Hasan, Syed Akif .
    In: MPRA Paper.
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  49. Crossing the lines: The conditional relation between exchange rate exposure and stock returns in emerging and developed markets. (2012). Bodnar, Gordon ; Bartram, Söhnke.
    In: Journal of International Money and Finance.
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  50. Investigating sources of unanticipated exposure in industry stock returns. (2011). Hyde, Stuart ; Bredin, Don.
    In: Journal of Banking & Finance.
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  51. Firm level return–volatility analysis using dynamic panels. (2011). Yamagata, Takashi ; Smith, L. Vanessa.
    In: Journal of Empirical Finance.
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  52. The impact of interest rate and exchange rate volatility on banks stock returns and volatility: Evidence from Turkey. (2011). Tun, Goke ; Kasman, Saadet ; Vardar, Gulin.
    In: Economic Modelling.
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  53. An Application of GARCH while investigating volatility in stock returns of the World. (2011). Osman, Amber ; Ayub, Rabia Mohammad ; Hasan, Syed Akif ; Subhani, Muhammad Imtiaz .
    In: South Asian Journal of Management Sciences (SAJMS), Iqra University.
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  54. Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis. (2010). Wetmore, Jill ; Mansur, Iqbal ; Elyasiani, Elyas.
    In: The Journal of Real Estate Finance and Economics.
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  55. Stock exchange demutualization and performance. (2010). Azzam, Islam .
    In: Global Finance Journal.
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  56. Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure. (2009). Wilkens, Marco ; Czaja, Marc-Gregor ; Scholz, Hendrik.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:33:y:2009:i:1:p:1-26.

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  57. Does multinationality matter? Implications of operational hedging for the exchange risk exposure. (2009). Jiang, Cao ; Choi, Jongmoo Jay .
    In: Journal of Banking & Finance.
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  58. The estimation and determinants of emerging market country risk and the dynamic conditional correlation GARCH model. (2009). Marshall, Andrew ; Maulana, Tubagus ; Tang, Leilei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:5:p:250-259.

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  59. The foreign exchange exposure of Chinese banks. (2009). Wong, Jim ; Leung, Phyllis .
    In: China Economic Review.
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  60. Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?. (2009). Piñeros, José ; Gomez-Gonzalez, Jose ; Gordo, Hernan Pieros ; Jose Eduardo Gomez Gonzlaez, ; Jorge Mario Uribe Gil, .
    In: BORRADORES DE ECONOMIA.
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  61. Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?. (2009). Piñeros, José ; Gomez-Gonzalez, Jose ; Gordo, Hernan Pieros ; Jose Eduardo Gomez Gonzalez, ; Jorge Mario Uribe Gil, .
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  62. Firm Level Volatility-Return Analysis using Dynamic Panels. (2008). Yamagata, Takashi ; Smith, L. Vanessa.
    In: Discussion Papers.
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  63. Conditional risk and return in Asian emerging markets: evidence from the banking sector. (2008). Lin, Shu Ling.
    In: Applied Economics.
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  64. The Foreign Exchange Exposure of Chinese Banks. (2008). Wong, Eric ; Leung, Phyllis .
    In: Working Papers.
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  65. What lies beneath: Foreign exchange rate exposure, hedging and cash flows. (2008). Bartram, Söhnke.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:8:p:1508-1521.

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  66. Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets. (2008). Abugri, Benjamin A..
    In: International Review of Financial Analysis.
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  67. Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test. (2008). Ozun, Alper ; Cifter, Atilla.
    In: Review of Middle East Economics and Finance.
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  68. The response of industry stock returns to market, exchange rate and interest rate risks. (2007). Hyde, Stuart.
    In: MPRA Paper.
    RePEc:pra:mprapa:9679.

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  69. Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey. (2007). Ozun, Alper ; Cifter, Atilla.
    In: MPRA Paper.
    RePEc:pra:mprapa:2485.

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  70. Does the stock market value bank diversification?. (2007). Vander Vennet, Rudi ; De Jonghe, Olivier ; Baele, Lieven.
    In: Journal of Banking & Finance.
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  71. Predictability in the cross-section of European bank stock returns. (2007). Zimmermann, Heinz ; Erdmann, Thomas ; Drobetz, Wolfgang.
    In: Working papers.
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  72. Conditional risk, return and contagion in the banking sector in asia. (2006). Penm, Jack H. W., ; Brailsford, T. J. ; Lin, Shu Ling.
    In: Research in International Business and Finance.
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  73. The Impact of Commodity Price Risk on Firm Value - An Empirical Analysis of Corporate Commodity Price Exposures. (2005). Bartram, Söhnke.
    In: Multinational Finance Journal.
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  74. Effect of Monetary Policy on Commercial Banks Across Different Business Conditions. (2005). Hassan, M. Kabir ; Zaher, Tarek S. ; Harun, Syed M..
    In: Multinational Finance Journal.
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  75. The Association Between Market and Exchange Rate Risks and Accounting Variables: A GARCH Model of the Japanese Banking Institutions. (2005). Mansur, Iqbal ; Elyasiani, Elyas.
    In: Review of Quantitative Finance and Accounting.
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  76. Asymmetric currency exposure of US bank stock returns. (2005). Tai, Chu-Sheng .
    In: Journal of Multinational Financial Management.
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  77. A note on common methods used to estimate foreign exchange exposure. (2005). Martin, Anna D. ; Mauer, Laurence J..
    In: Journal of International Financial Markets, Institutions and Money.
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  78. An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions. (2005). faff, robert ; Hodgson, Allan ; Kremmer, Michael L.
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  79. The Wealth and Risk Effects of the Gramm‐Leach‐Bliley Act (GLBA) on the US Banking Industry. (2005). Hassan, M. Kabir ; Mamun, Abdullah ; Maroney, Neal.
    In: Journal of Business Finance & Accounting.
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  80. An Investigation of the Impact of Interest Rates and Interest Rate Volatility on Australian Financial Sector Stock Return Distributions. (2005). faff, robert ; Hodgson, Allan ; Kremmer, Michael L..
    In: Journal of Business Finance & Accounting.
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  81. The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis. (2004). El-Masry, Ahmed A..
    In: International Finance.
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  82. Interest rate and exchange rate exposures of banking institutions in pre-crisis Korea. (2004). Hahm, Joon-Ho .
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:13:p:1409-1419.

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  83. The impact of the euro on risk exposure of the worlds major banking industries. (2004). Francis, Bill B. ; Hunter, Delroy M..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:23:y:2004:i:7-8:p:1011-1042.

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  84. Risk Sensitivity of Bank Stocks in Malaysia: Empirical Evidence Across the Asian Financial Crisis. (2004). Tan, Hui-Boon ; Md Nassir, Annuar ; Hooy, Chee-Wooi.
    In: Asian Economic Journal.
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  85. Asymmetric exchange rate exposure: theory and evidence. (2003). Martin, Anna D. ; Koutmos, Gregory .
    In: Journal of International Money and Finance.
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  86. Exchange rate exposures of US banks: A cash flow-based methodology. (2003). Martin, Anna D. ; Mauer, Laurence J..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:5:p:851-865.

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  87. First‐ and Second‐Moment Exchange Rate Exposure: Evidence from U.S. Stock Returns. (2003). Koutmos, Gregory ; Martin, Anna D..
    In: The Financial Review.
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  88. The threat of systemic risk in banking: evidence for Europe. (2002). Schuler, Martin .
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