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The Exchange Rate Exposure of U.S. and Japanese Banking Institutions. (1996). Popper, Helen ; Chamberlain, Sandra L. ; Howe, John S..
In: Center for Financial Institutions Working Papers.
RePEc:wop:pennin:96-55.

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Cited: 2

Citations received by this document

Cites: 18

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Cocites: 52

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Citations

Citations received by this document

  1. 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.
    RePEc:col:000094:005405.

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  2. 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, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:556.

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References

References cited by this document

  1. Adler, Michael, and Bernard Dumas. 1980. Exposure to Currency Risks: Definition and Measurement, Financial Management, 13.
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  2. American Banker. 1993. July 29, pp. 8A-18A.
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  3. Amihud, Y. 1993. Evidence on Exchange Rates and Valuation of Equity Shares, in Y. Amihud and R. Levich, Eds.: Exchange Rates and Corporate Performance, Busines One Irwin, Homewood, Ill.
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  4. Ammer, John and Allan D. Brunner. 1994. Are Banks Market Timers or Market Makers'DONE' Explaining Foreign Exchange Trading Profits. Working Paper, Board of Governors of the Federal Reserve System.

  5. Bartov and Bodnar. 1994. Firm Valuation, Earnings Expectations, and the Exchange-Rate Exposure Effect, Journal of Finance, 44, 5.

  6. Bodnar, Gordon M. and William M. Gentry. 1993. Exchange Rate Exposure and Industry Characteristics: Evidence from Canada, Japan, and the USA Journal of International Money and Finance, 12.

  7. Campbell, John Y. and Yasushi Hamao. 1993. Changing Patterns of Corporate Financing and the Main Bank System Working Paper, Princeton University and Columbia University.
    Paper not yet in RePEc: Add citation now

  8. Choi, Jongmoo J., Elyas Elyasiani and Kenneth J. Kopecky. 1992. The Sensitivity of Bank Stock Returns to Market, Interest and Exchange Rate Risks, Journal of Banking and Finance, 16.

  9. Collins, Daniel W. and Mohan Venkatachalam 1996. Derivatives Disclosures and Interest Sensitivity of Commercial Banks Working Paper The University of Iowa.
    Paper not yet in RePEc: Add citation now

  10. Flannery, Mark and Christopher James. 1984. The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions, Journal of Finance, 34, 4.

  11. Froot, Ken. 1993. Currency Hedging Over Long Horizons, National Bureau of Economic Research, Working Paper 4355.

  12. Gorton, Gary and Richard Rosen. 1995. Banks and Derivatives, Working Paper, The Wharton Financial Institutions Center, 95-07.

  13. Grammatikos, Theoharry, Anthony Saunders, and Itzhak Swary. 1986. Returns and Risks of U.S. Bank Foreign Currency Activities, Journal of Finance, 41.

  14. Jorion, Philippe. 1990. The Exchange-Rate Exposure of U. S. Multinationals, Journal of Business, 63, 31.

  15. Leahy, Michael P. 1994. Bank Positions and Forecasts of Exchange Rate Movements, International Finance Discussion Paper No. 486, Board of Governors of the Federal Reserve System.

  16. Levonian, Mark. 1994. Bank Capital Standards for Foreign Exchange and Other Market Risks, Economic Review, Federal Reserve Bank of San Francisco, 1.

  17. Meese, Richard and Kenneth Rogoff. 1983. Empirical Exchange Rate Models of the Seventies: Do they Fit Out of Sample'DONE' Journal of International Economics 14.

  18. Meese, Richard. 1990. Currency Fluctuations in the Post Bretton Woods Era, Journal of Economic Perspectives, 4.

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  17. Can hedging tell the full story? Reconciling differences in United States aggregate- and industry-level exchange rate risk premium. (2008). HASAN, IFTEKHAR ; Francis, Bill B. ; Hunter, Delroy M..
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  18. What lies beneath: Foreign exchange rate exposure, hedging and cash flows. (2008). Bartram, Söhnke.
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  19. Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors. (2008). Tsui, Albert ; Jayasinghe, Prabhath .
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  48. The Exchange Rate Exposure of U.S. and Japanese Banking Institutions. (1996). Popper, Helen ; Chamberlain, Sandra L. ; Howe, John S..
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:96-55.

    Full description at Econpapers || Download paper

  49. Exchange rate variability and the riskiness of U.S. multinational firms: Evidence from the breakdown of the Bretton Woods system. (1996). Bodnar, Gordon ; Eli, Bartov ; Aditya, Kaul ; Bodnar Gordon M., .
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  50. Exchange Rate Variability and the Riskiness of U.S. Multinational Firms:Evidence from the Breakdown of the Bretton Woods System. (1995). Bodnar, Gordon ; Kaul, Aditya ; Bartov, Eli.
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  51. Investment, Pass-Through and Exchange Rates: A Cross-Country Comparison. (1995). Goldberg, Linda ; Campa, Jose.
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