Keyword: finance & banking

Found 743 papers in total
Interest rate changes and common stock returns of financial institutions: revisited
Interest rate changes and common stock returns of financial institutions: revisited
1990,
In this paper the interest rate sensitivity of common stock returns of financial firms...
Interest rate sensitivity of bank stock returns: specification effects and structural changes
Interest rate sensitivity of bank stock returns: specification effects and structural changes
1990,
In this paper the interest rate sensitivity of bank stock returns under alternative...
Risky debt maturity choice in a sequential game equilibrium
Risky debt maturity choice in a sequential game equilibrium
1990,
In this paper the choice of risky debt maturity structure is analyzed in a sequential...
Regional variation of mortgage yields and simultaneity bias
Regional variation of mortgage yields and simultaneity bias
1990,
This paper has important methodological implications for the literature on regional...
The 1982 depository institutions act and security returns in the savings and loan industry
The 1982 depository institutions act and security returns in the savings and loan industry
1990,
This paper provides empirical evidence on the market response to the 1982...
Examining the effect of risk on bank performance by using data envelopment analysis
Examining the effect of risk on bank performance by using data envelopment analysis
2016,
This paper investigates the impact of risk on banks performance. Banks, as a major...
Managing Logistics in Regional Banknote Supply Chain Under Security Concerns
Managing Logistics in Regional Banknote Supply Chain Under Security Concerns
2015,
We study the logistics problem faced by Regional Branches (RBs) of a central bank in...
Effect of upper and lower withdrawal limits on queue length
Effect of upper and lower withdrawal limits on queue length
2011,
A customer has to make transaction through a bank ATM (automated teller machine) if...
CMARS and GAM & CQP–Modern optimization methods applied to international credit default prediction
CMARS and GAM & CQP–Modern optimization methods applied to international credit default prediction
2011,
In this paper, we apply newly developed methods called GAM & CQP and CMARS for...
Valuation of European continuous-installment options
Valuation of European continuous-installment options
2011,
This paper is concerned with the valuation of European continuous‐installment...
Penn square, problem loans, and insolvency risk
Penn square, problem loans, and insolvency risk
1986,
This paper investigates the influence of the failure of Penn Square Bank of Oklahoma...
Announcement effects of withdrawn security offerings: evidence on the wealth redistribution hypothesis
Announcement effects of withdrawn security offerings: evidence on the wealth redistribution hypothesis
1986,
This paper employs the comparison period returns approach to examine issuance and...
A PROGRAMMING MODEL FOR BANK HEDGING DECISIONS
A PROGRAMMING MODEL FOR BANK HEDGING DECISIONS
1986,
This study constructs, solves, and interprets a normative model that focuses on the...
A COMPARISON OF INTERVENTION AND RESIDUAL ANALYSIS
A COMPARISON OF INTERVENTION AND RESIDUAL ANALYSIS
1986,
By comparing intervention and residual analysis abnormal return metrics, this study...
Capital adequacy and the valuation of large commercial banking organizations
Capital adequacy and the valuation of large commercial banking organizations
1986,
Bankers argue that regulatory agencies require excessive capital adequacy. As a...
Interest rate risk and equity values of hedged and unhedged financial intermediaries
Interest rate risk and equity values of hedged and unhedged financial intermediaries
1986,
This paper uses an approach developed by Flannery and James to show that interest rate...
Interest rate risk hedging for due-on-sale mortgages with early termination
Interest rate risk hedging for due-on-sale mortgages with early termination
1987,
The impact of random early termination on the interest rate elasticity and the related...
The informational content of bond ratings
The informational content of bond ratings
1987,
This paper explores the risk structure of interest rates. The focus is on whether...
Interstate bank mergers: the early evidence
Interstate bank mergers: the early evidence
1987,
This study examines the wealth effects of interstate bank mergers to both the acquired...
The valuation of currency options for alternate stochastic processes
The valuation of currency options for alternate stochastic processes
1987,
This paper compares the ability of four valuation models – the Pure Diffusion...
The term premia relationship implicit in the term structure of treasury bills
The term premia relationship implicit in the term structure of treasury bills
1988,
This paper considers a single coefficient representation of the term premia...
Mortgage Terminations and Pool Characteristics: Some Additional Evidence
Mortgage Terminations and Pool Characteristics: Some Additional Evidence
1988,
The amount and timing of unscheduled principal amortization determines the...
The impact of targeted share repurchases on the wealth of non-participating shareholders
The impact of targeted share repurchases on the wealth of non-participating shareholders
1988,
This paper examines empirically whether management is acting in the best interests of...
Some evidence on the efficacy of security credit regulation in the otc equity market
Some evidence on the efficacy of security credit regulation in the otc equity market
1988,
Security credit regulations are administered by the Federal Reserve Board of Governors...
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