Reference health
Why Do Banks Use Financial Derivatives?
31/31 checkable references clean · checked 2026-08-28
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.
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The 31 checked references that resolve
resolves10.2308/accr.00000033
Effects of SFAS 133 on the Risk Relevance of Accounting Measures of Banks’ Derivative Exposures
resolves10.1111/j.1538-4616.2010.00333.x
International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices
resolves10.1214/aoms/1177730090
Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
resolves10.2307/2297968
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
resolves10.1007/s10551-009-0044-x
The Determinants of Regulatory Compliance: An Analysis of Insider Trading Disclosures in Italy
resolves10.1177/1536867x0700700402
Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing
resolves10.1016/j.jfineco.2013.02.008
How does capital affect bank performance during financial crises?
resolves10.1016/j.jbankfin.2011.09.014
Fast profits: Investor sentiment and stock returns during Ramadan
resolves10.1016/0378-4266(91)90102-r
Off-balance sheet liabilities, deposit insurance and capital regulation
resolves10.1093/oxfordhb/9780199640935.013.0003
The Accelerating Integration of Banks and Markets and its Implications for Regulation
resolves10.1016/j.jbankfin.2010.09.029
Investigating sources of unanticipated exposure in industry stock returns
resolves10.1016/s0378-4266(99)00086-2
The risk of foreign currency contingent claims at US commercial banks
resolves10.2139/ssrn.929
Derivative Exposure and the Interest Rate and Exchange Rate Risks of U.S. Banks
resolves10.1016/0378-4266(92)90036-y
The sensitivity of bank stock returns to market, interest and exchange rate risks
resolves10.1016/j.jbankfin.2009.04.014
Does multinationality matter? Implications of operational hedging for the exchange risk exposure
resolves10.1017/s0266466600007519
Testing Identifiability and Specification in Instrumental Variable Models
resolves10.1007/s10693-011-0106-y
The Economic Consequences of Banks’ Derivatives Use in Good Times and Bad Times
resolves10.1016/j.jfs.2012.11.001
Financial derivatives, opacity, and crash risk: Evidence from large US banks
resolves10.1016/s0378-4266(98)00003-x
Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model
resolves10.1108/03074350410769263
Bank stock return sensitivities to the long‐term and short‐term interest rates: a multivariate GARCH spproach
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no DOI — not checkedThe dependent variable in each panel is our estimates of risk beta of each BHC i at start time t of the four-year rolling window regression in the first stage. We weight each observation by the inverse of the standard error of beta coefficients in the first-stage estimation. The regressions included bank-specific fixed effects and yearly dummy variables. Heteroskedasticity-consistent standard errors are used and t statistics are reported in parentheses
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