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Interest rate derivatives at commercial banks: An empirical investigation. (2007). Purnanandam, Amiyatosh.
In: Journal of Monetary Economics.
RePEc:eee:moneco:v:54:y:2007:i:6:p:1769-1808.

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  20. Banks’ exposure to interest rate risk and the transmission of monetary policy. (2021). Sraer, David ; Landier, Augustin ; Gomez, Matthieu ; Thesmar, David.
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  21. Securitisation special purpose entities, bank sponsors and derivatives. (2021). Killeen, Neill ; Fiedor, Pawe.
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  22. “How using derivative instruments and purposes affects performance of Islamic banks? Evidence from CAMELS approach”. (2021). Keffala, Mohamed Rochdi.
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  23. Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2021). Schnabl, Philipp ; Drechsler, Itamar ; Savov, Alexi.
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  27. Diversifying away risks through derivatives: an analysis of the Italian banking system. (2020). Santioni, Raffaele ; Piermattei, Stefano ; Infante, Luigi ; Sorvillo, Bianca.
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  29. Interest rate derivatives and risk exposure: Evidence from the life insurance industry. (2020). Shiu, Yung-Ming ; Liu, Hui-Hsuan ; Chang, Ariana.
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  44. Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2018). Schnabl, Philipp ; Savov, Alexi ; Drechsler, Itamar.
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  46. Interest rate risk and bank equity valuations. (2018). Zakrajšek, Egon ; Van den Heuvel, Skander ; English, William B ; Zakrajek, Egon.
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  47. Banks interest rate risk and profitability in a prolonged environment of low interest rates. (2018). Chaudron, Raymond.
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  48. Interest rate derivatives use in banking: Market pricing implications of cash flow hedges. (2018). Makar, Stephen ; Wang, LI ; Whyte, Ann Marie ; Akhigbe, Aigbe.
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  49. Who bears interest rate risk?. (2018). Langfield, Sam ; Hoffmann, Peter ; Vuillemey, Guillaume ; Pierobon, Federico.
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  50. Banking on Deposits: Maturity Transformation without Interest Rate Risk. (2018). Schnabl, Philipp ; Drechsler, Itamar ; Savov, Alexi.
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  53. Bank Lending and Interest- Rate Derivatives. (2017). Moser, James ; Zhao, Fang.
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  54. Derivatives-hedging, risk allocation and the cost of debt: Evidence from bank holding companies. (2017). Deng, Saiying ; Elyasiani, Elyas ; Mao, Connie X.
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  55. Looking beyond banks’ average interest rate risk: Determinants of high exposures. (2017). Entrop, O ; Wilkens, M ; von La, L.
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  56. How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market. (2017). Casanova, Catherine ; Guin, Benjamin ; Basten, Christoph ; Koch, Catherine Tahmee .
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  57. How Useful Is Basel IIIs Liquidity Coverage Ratio? Evidence From US Bank Holding Companies. (2017). Du, Brian.
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  67. Simple Banking: Profitability and the Yield Curve. (2015). Nelson, Benjamin ; Alessandri, Piergiorgio.
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  75. What explains the lack of monetary policy influence on bank holding companies?. (2014). Hassan, M. Kabir ; Mamun, Abdullah.
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  76. Trading income and bank charter value during the financial crisis: Does derivatives dealer designation matter?. (2014). Egly, Peter V. ; Sun, Jun.
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  77. The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions. (2014). Apergis, Nicholas.
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  78. Implicit guarantees, business models and banks’ risk-taking through the crisis: Global and European perspectives. (2014). Wihlborg, Clas ; Prabha, Apanard.
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  79. How useful is the Marginal Expected Shortfall for the measurement of systemic exposure? A practical assessment. (2014). Mésonnier, Jean-Stéphane ; LAME, GILDAS ; Idier, Julien ; Mesonnier, Jean-Stephane.
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  80. Interest-rate uncertainty, derivatives usage, and loan growth in bank holding companies. (2014). Opiela, Timothy P. ; Deshmukh, Sanjay ; Brewer, Elijah.
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  81. The use of financial derivatives and risks of U.S. bank holding companies. (2014). Marinč, Matej ; Li, Shaofang.
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  82. Simple banking: profitability and the yield curve. (2014). Nelson, Benjamin ; Alessandri, Piergiorgio.
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  83. Market Timing, Maturity Mismatch, and Risk Management: Evidence from the Banking Industry. (2013). Kick, Thomas ; Wilkens, Marco ; Ruprecht, Benedikt ; Entrop, Oliver.
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  85. Banks Exposure to Interest Rate Risk and The Transmission of Monetary Policy. (2013). thesmar, david ; Sraer, David ; Landier, Augustin.
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  86. Interest Rate Risk Management and the Use of Derivative Securities. (2013). Gogoncea, Ramona ; PUN, Ioana-Diana .
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  88. Small business loan securitization and interstate risk sharing. (2013). Shao, Yingying ; Liu, PU.
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  89. Bank management of the net interest margin: new measures. (2013). Schertler, Andrea ; Memmel, Christoph.
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    RePEc:eee:jbfina:v:28:y:2004:i:1:p:19-43.

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  44. Scale economies in hedging foreign exchange cash flow exposures. (2004). Mauer, Laurence J. ; Martin, Anna D..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:15:y:2004:i:1:p:17-27.

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  45. International Evidence on Financial Derivatives Usage. (2003). Bartram, Söhnke ; Brown, Gregory W. ; Fehle, Frank R..
    In: Finance.
    RePEc:wpa:wuwpfi:0307003.

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  46. How much do firms hedge with derivatives?. (2003). Kothari S. P, ; Wayne, Guay.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:70:y:2003:i:3:p:423-461.

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  47. Callable Bonds and Hedging. (2002). Unal, Haluk ; Prabhala, N. R. ; Guntay, Levent.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:02-13.

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  48. La gestion des risques financiers par les entreprises : explications théoriques versus études théoriques.. (2001). Mellios, Constantin.
    In: Working Papers.
    RePEc:log:wpaper:2001-9.

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  49. Managing foreign exchange risk with derivatives. (2001). Brown Gregory W., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:401-448.

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  50. Exchange-Rate Hedging: Financial versus Operational Strategies. (2001). Ihrig, Jane ; Weston, James P. ; Allayannis, George.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:2:p:391-395.

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