This paper investigates the effects of interest rate and foreign exchange rate changes on
Turkish banks' stock returns using the OLS and GARCH estimation models. The results …

Research Background: The banking sector plays a crucial role in the world's economic
development. This research paper evaluates the volatility spillover, symmetric, and …

This study schemes to explore novel insights from crisis risk spillovers and volatility
connectedness among climate change, renewable energy, technological innovation, and …

This paper presents the research results on the impact of real effective exchange rate
(REER) on Indian firm performance. The analysis is based on a multivariate regression …

The importance of managerial decisions related to interest‐sensitive cash flows has
received considerable attention in the insurance literature. Consistent with the interest …

We examine the risk and return linkages across US commercial banks, securities firms, and
life insurance companies during the 1991–2001 period. After controlling for changes in the …

We examine market risk, interest rate risk, and interdependencies in returns and return
volatilities across three insurer segments within a System‐GARCH framework. Three main …

This study employs a multivariate GARCH model to investigate the relative sensitivities of
the first and the second moment of bank stock return distribution to the short‐term and long …

The performance of bank stocks exhibits a country's overall financial health and signals
economic growth. Therefore, understanding the interaction of macroeconomic factors on …

We investigate here the sensitivity of the equity values of a large sample of German financial
institutions to movements in the term structure of interest rates. While similar approaches rely …