금융기관 주가와 주가변동성에 대한 환율 및 금리의 영향력
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저자
장병기
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제어번호
101600686
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학술지명
Journal of the Korean Data Analysis Society
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권호사항
Vol.
14
No.
3
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2012
]
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발행처
한국자료분석학회
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자료유형
학술저널
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수록면
1645-1658
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언어
Korean
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출판년도
2012
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등재정보
KCI등재
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판매처
'
금융기관 주가와 주가변동성에 대한 환율 및 금리의 영향력' 의 참고문헌
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한국기업의 환노출 측정과 그 결정요인
이호진
산업경제연구 22 4 1761-1781
[2009]
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한국 기업들의 환노출 변화와 주요 특징
송민규
한국경제의 분석 17 2 69-125
[2011]
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한국 금융시장 장기기억 특성의 시간가변성
윤성민
Journal of The Korean Data Analysis Society 13 5 2561-2572
[2011]
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주가와 환율의 상호작용분석
이근영
국제경제연구 13 2 55-82
[2007]
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주가에 대한 금리의 비선형영향 분석
김태우
Journal of The Korean Data Analysis Society 13 4 2063-2071
[2011]
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다중회귀모형을 이용한 주가상승률에 영향을 미치는 변인분석 -코스피200을 중심으로-
최국렬
Journal of The Korean Data Analysis Society 13 6 2935-2944
[2011]
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날씨가 주식시장에 미치는 영향
임순례
Journal of The Korean Data Analysis Society 11 1 457-468
[2009]
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국제유가가 석유화학관련기업의 주가에 미치는 영향
박동욱
Journal of The Korean Data Analysis Society 13 1 415-426
[2011]
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The Sensitivity of Bank Stock Returns to Market, Interest and Exchange Rate Risks
Choi, J. J.
Journal of Banking and Finance 16 5 983-1004
[1992]
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The Role of Exchange and Interest Risk in Equity Valuation : A Comparative Study of International Stock Markets
Prasad, A. M.
Journal of Economics and Business 47 5 457-472
[1995]
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The Impact of Interest Rate and Exchange Rate Volatility on Banks’ Stock Returns and Volatility : Evidence from Turkey
Kasman, S.
Economic Modelling 28 3 1328-1334
[2011]
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The Exchange Rate Exposure of U. S. and Japanese Banking Institutions
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The Effects of the International Banking Act on Domestic Bank Profitability and Risk
Aharony, J.
Journal of Money, Credit, and Banking 17 4 493-506
[1985]
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Sensitivity of the Bank Stock Returns Distribution to Changes in the Level and Volatility of Interest Rates : A GARCH-M model
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Sensitivity of Bank Equity Returns to the Level and Volatility of Interest Rates
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Returns and Risks of U. S. Bank Foreign Currency Activities
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Is Foreign Exchange Risk Priced in the Japanese Stock Market
Choi, J. J.
Journal of Financial and Quantitative Analysis 33 3 361-382
[1998]
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Interest Rate Risk of Australian Financial Sector Companies in a Period of Regulatory Change
Faff, R. W.
Pacific-Basin Finance Journal 7 1 83-101
[1999]
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Interest Rate Changes and Common Stock Returns of Financial Institutions: Revisited
Bae, S. C.
Journal of Financial Research 13 1 71-79
[1990]
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Innovations in Interest Rates, Duration Transformation, and Bank Stock Returns
Akella, S. R.
Journal of Money, Credit, and Banking 24 1 27-42
[1992]
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Inflation-caused Wealth Redistribution : A Test of a Hypothesis
Kessel, R.
The American Economic Review 46 1 128-141
[1956]
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Effects of Nominal Contracting on Stock Returns
French, K.
Journal of Political Economy 91 1 70-96
[1983]
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Commercial Bank Risk: Market, Interest Rate, and Foreign Exchange
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Change in Market Assessments of Deposit-institution Riskiness
Kane, E. J.
Journal of Financial Services Research 1 3 207-229
[1988]
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Bank Exposure to Interest Rate Risk : A Global Perspective
Madura, J.
Journal of Financial Research 18 1 1-13
[1995]
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Asset Pricing, Time-Varying Risk Premia and Interest Rate Risk
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An Intracyclical Analysis of the Risk Sensitivity of Bank Stock Returns
Brewer, E.
Quarterly Journal of Business and Economics 29 1 125-144
[1990]
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An Intertemporal Capital Asset Pricing Model
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A Two-factor ARCH Model for Deposit-institution Stock Returns
Song, F. M.
Journal of Money, Credit, and Banking 26 2 323-340
[1994]
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A Test of Stone's Two-index Model of Returns
Lloyd, W. P.
Journal of Financial and Quantitative Analysis 12 3 363-376
[1977]
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A Re-examination of Interest Rate Sensitivity in the Common Stocks of Financial Institutions
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A Note on Temporal Variability of Canadian Financial Services Stock Returns
Adjaoud, F.
Journal of Banking and Finance 20 1 165-177
[1996]
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금융기관 주가와 주가변동성에 대한 환율 및 금리의 영향력'
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