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Original Articles

Bank exposures to interest-rate risk: the case of the Australian banking industry

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Pages 737-739 | Received 26 Sep 1996, Published online: 02 Nov 2006

References

  • Akella , S. R. and Chen , S. 1990 . Interest rate sensitivity of bank stock returns: specification effects and structural changes . Journal of Financial Research , : 147 – 54 .
  • Bae , S. 1990 . Interest rate changes and common stock returns of financial institutions: revisited . Journal of Financial Research , : 71 – 9 .
  • Madura , J. and Zarruk , E. R. 1995 . Bank exposure to interest rate risk: a global perspective . Journal of Financial Research , : 1 – 13 .
  • Neuberger , J. 1991 . Risk and return in banking: evidence from bank stock returns . Federal Reserve Bank of San Francisco Economic Review , : 18 – 30 .

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