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Re-examination of interest rate sensitivity of commercial bank stock returns using a random coefficient model

https://doi.org/10.1007/bf00127084
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15/15 checkable references clean · checked 2026-09-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 15 checked references that resolve
resolves10.2307/1926215
The Redistributional Effects of Inflation
resolves10.1111/j.1475-6803.1985.tb00425.x
EXPECTATIONS, INTEREST RATES, AND COMMERCIAL BANK STOCKS
resolves10.1111/j.1475-6803.1980.tb00036.x
A RE‐EXAMINATION OF INTEREST RATE SENSITIVITY IN THE COMMON STOCKS OF FINANCIAL INSTITUTIONS
resolves10.1086/260453
Inflation Uncertainty and Expected Returns on Treasury Bills
resolves10.1016/0304-3932(82)90021-6
Inflation, real returns and capital investment
resolves10.1016/0304-405X(77)90014-9
Asset returns and inflation
resolves10.1111/j.1540-6261.1984.tb03898.x
The Effect of Interest Rate Changes on the Common Stock Returns of Financial Institutions
resolves10.2307/1992182
Market Evidence on the Effective Maturity of Bank Assets and Liabilities
resolves10.1086/261129
Effects of Nominal Contracting on Stock Returns
resolves10.2307/2330682
Interest Rate Sensitivity in the Common Stocks of Financial Intermediaries: A Methodological Note
resolves10.1007/BF00114851
Change in market assessments of deposit-institution riskiness
resolves10.2307/2330540
A Test of Stone's Two-Index Model of Returns
resolves10.2307/2330406
An Empirical Study of the Interest Rate Sensitivity of Commercial Bank Returns: A Multi-Index Approach
resolves10.2307/2330429
Interest Rate Sensitivity and Portfolio Risk
resolves10.2307/2329656
Systematic Interest-Rate Risk in a Two-Index Model of Returns
The 4 references without a DOI — listed, not checked
no DOI — not checkedFama, E.F. ?Short-term Interest Rates as Predictors of Inflation.? American Economic Review (June 1975), 269?282.
no DOI — not checkedFlannery, M.J. ?Retail Bank Deposits as Quasi-Fixed Factors of Production.? American Economic Review (June 1982), 527?536.
no DOI — not checkedKessel, R.A. ?Inflation-Caused Wealth Redistribution: A Test of a Hypothesis.? American Economic Review (March 1956), 128?141.
no DOI — not checkedNelson, C.R., and Schwert, G.W. ?On Testing the Hypothesis that the Real Rate of Interest Is Constant.? American Economic Review (June 1977), 478?486.
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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