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A Re-Examination Of Interest Rate Sensitivity In The Common Stocks Of Financial Institutions

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  • Don M. Chance
  • William R. Lane
Abstract
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Suggested Citation

  • Don M. Chance & William R. Lane, 1980. "A Re-Examination Of Interest Rate Sensitivity In The Common Stocks Of Financial Institutions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 49-55, March.
    • Handle: RePEc:bla:jfnres:v:3:y:1980:i:1:p:49-55
    as

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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1980.tb00036.x
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    References listed on IDEAS

    as
    1. Stone, Bernell K., 1974. "Systematic Interest-Rate Risk in a Two-Index Model of Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(5), pages 709-721, November.
    2. Martin, John D. & Keown, Arthur J., 1977. "Interest Rate Sensitivity and Portfolio Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(2), pages 181-195, June.
    3. Haugen, Robert A & Stroyny, A L & Wichern, D W, 1978. "Rate Regulation, Capital Structure and the Sharing of Interest Rate Risk in the Electric Utility Industry," Journal of Finance, American Finance Association, vol. 33(3), pages 707-721, June.
    4. Farrell, James L, Jr, 1974. "Analyzing Covariation of Returns to Determine Homogeneous Stock Groupings," The Journal of Business, University of Chicago Press, vol. 47(2), pages 186-207, April.
    Full references (including those not matched with items on IDEAS)

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