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 ◽

Author(s):

Priti Verma ◽

Dave O. Jackson

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Bank Stock Returns ◽

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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 ◽

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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 ◽

Author(s):

Simon H. Kwan

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Commercial Bank ◽

Rate Sensitivity ◽

Random Coefficient ◽

Random Coefficient Model ◽

Bank Stock Returns ◽

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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 ◽

Author(s):

H. A. Benink ◽

C. C. P. Wolff

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Survey Data ◽

Rate Sensitivity ◽

Bank Stock Returns ◽

The Interest Rate

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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 ◽

Author(s):

Srinivas R. Akella ◽

Su-Jane Chen

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Structural Changes ◽

Rate Sensitivity ◽

Bank Stock Returns ◽

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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 ◽

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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 ◽

Author(s):

Elyas Elyasiani ◽

Iqbal Mansur

Keyword(s):

Interest Rate ◽

Stock Returns ◽

Bank Stock Returns ◽

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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 ◽

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Predictability of Bank Stock Returns During the Recent Financial Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.2389319 ◽

2014 ◽

Author(s):

Woon Sau Leung ◽

Nicholas Taylor ◽

Kevin P Evans

Keyword(s):

Financial Crisis ◽

Stock Returns ◽

Bank Stock Returns ◽

Recent Financial Crisis

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In Search of Liquidity Risk in Bank Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3519631 ◽

2019 ◽

Author(s):

Yasser Boualam ◽

Anna Cororaton

Keyword(s):

Stock Returns ◽

Liquidity Risk ◽

Bank Stock Returns ◽

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Does Change in Ted Spread Impact Bank Stock Returns?

The Journal of Wealth Management ◽

10.3905/jwm.2021.1.151 ◽

2021 ◽

pp. jwm.2021.1.151

Author(s):

Srinivas Nippani ◽

Augustine C. Arize ◽

D. K. Malhotra

Keyword(s):

Stock Returns ◽

Bank Stock Returns ◽

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