231 Bibliography Acharya, V.V. Hasan, I. & Saunders - Shodhganga

19 Pages·2011·0.09 MB·English

Bibliography
Acharya, V.V. Hasan, I. & Saunders, A. (2002). Should Banks Be diversified?
Evidence from Individual Bank Loan Portfolios, Journal of Business ,
Forthcoming, BIS working paper No. 118.
Agarwal, R. N. (2000). Financial Integration and Capital Markets in Developing
Countries: A study of Growth, Volatility and Efficiency in the Indian Capital
Market. Discussion paper no: 21, Institute of Economic Growth, New Delhi.
Aitken, M.J., Swan, P.L. (1997). The Impact of a Transaction Tax on Investors,
The Australian’s stamp duty reduction, Working Paper, University of Sydney.
Akerlof, G.A. (1970). The Market for ‘Lemons’: Quality Uncertainty and the
Market Mechanism. The Quarterly Journal of Economics 84:3 (August 1970),
pp. 488-500.
Allen, F., Oura, H. (2004). Sustained Economic Growth and the Financial
System, Institute for Monetary and Economic Studies (IMES) Discussion Paper
No. 2004-E-17, Bank of Japan (August 2004), Electronic copy available at :
http://www.imes.boj.or.jp .
American Depositary Receipts. http://thismatter.com
Anderton, C.H., Carter, J R. (2004). Applying Intermediate Microeconomics to
Terrorism, Working Paper, College of Holy Cross, Department of Economics
(August 2004). Electronic copy available at: http://ssrn.com/abstract=595242 .
Annexes to the consultative paper on New Capital Adequacy Framework,
available at RBI website; www.rbi.org.com .
Annual Report, 2005-06
Arora, D., Agrawal, R. (2009). Banking Risk Management in India and RBI
Supervision, BIMTECH, India (August 2009), Electronic copy available at:
http://ssrn.com .
231
Arshadi, N., Karels, G.V. (1997). Modern Financial Intermediaries and Markets.
Practice Hall (UK), pp.237-240.
Bailey, R.E. (2005). The Economics of Financial Markets, Cambridge University
Press, pp.35-41.
Baker, H. K. (1992). Why U.S. Companies List on London, Frankfurt and Tokyo
Stock Exchanges. Working Paper, American University (Washington D.C.).
Baker, H.K., Nofsinger J.R. & Weaver, D.G. (2002). International Cross-Listing
and Visibility, Journal of Financial and Quantitative Analysis 23, pp. 495-521.
Baker, H.K., Nofsinger, J.R. & Weaver, D.G. (1999). International Cross Listing
and Visibility, Working Paper, The American University.
Bank for International Settlement (BIS), history of Basel Committee and its
Membership. pdf, Available at: http://www.bis.org .
Bank for International Settlements, recent innovations in international banking
(Basle: BIS, April 1986)
Bank of New York (2009). DRs Basics and Benefits , Available at:
http://bnymellon.com/dr
Bank of New York, Market Overview 2006, Available at: http://bnymellon.com
Bank of New York, The Year in Review, 2000-2008 , Available at:
http://bnymellon.com .
Bank of New York, The Year in Review-2008, Available at: http://bnymellon.com
Banks, E. (2006). Synthetic and Structured Assets: A Practical guide to
Investment and Risk, John Wiley and Sons Ltd.006.
Barclay, M.J., Kandel, E. & Marx, L.M. (1998). The Effects of Transaction Costs
on Stock Prices and Trading Volume. Journal of Financial Intermediation, 7,
pp.130-150.
232
Basel Committee on Banking Supervision, (2004). International Convergence of
Capital Measurement and Capital Standards: a Revised Framework , para. 15,
Available at: http://www.bis.org .
Basel Committee on Banking Supervision, (2007). Implementation of Basel II:
Why Basel II? Presentation to the IIF Asian CEO Summit Singapore (14
September). http://www.bis.org .
Basel Committee on Banking Supervision, Consultative Document, Overview of
the New Basel Capital Accord , (April 29), 2003 (Basel II Report), Available at:
http://www.bis.org/bcbs/cp3 .
Basel II: An Australian Banker’s Perspective, Available at: http://www.melbourn
.com.au/Basel2-Batty.pdf .
Basel II: What Economic Consequences? (December 2003), economic-
research, Available at: http://bnpparibas.com .
Bessis, J. (2002). Risk Management in Banking, John Wiley & Sons.
Biddle, G.C., Saudagaran S.M. (1991). Foreign Stock Listings: Benefits, Costs,
and the Accounting Policy Dilemma. Accounting Horizons, (September 1991) ,
pp. 69-80.
BIS, Basel Committee in Banking Supervision, (1997). Core Principles for
Effective Banking Supervision, (April 1997). Available at: http://www.bis.org .
Black, F., Scholes, M. (1973). The Pricing of Options and Corporate Liabilities,
Journal of political Economy, 81, pp. 637-659.
Blass, A., Yafeh, Y. (2001). Vagabond Shoes Longing to Stray: Why Foreign
Firms List in the United States. Journal of Banking and Finance, 25(3), pp. 555-
572.
Blomberg, S.B., Hess, G.D. & Orphanides, A. (2004). The Macroeconomic
Consequences of Terrorism, Economics Working Paper No. 2004-04,
233
Claremont McKenna College, Electronic copy available at : http://ssrn.com
/abstract=525982 .
Blundell-Wignall (2007a). An overview of hedge funds and structured products:
Issues in leverage and risk, OECD Financial Market Trends , Vol. 2007/1, No.
92, pp. 39-57.
Blundell-Wignall (2007b). Structured products: Implications for financial
markets, OECD Financial Market Trends, Vol. 2007/2, No. 93, pp. 27-57.
Bomfim, A.N. (2001). Understanding Credit Derivatives and their Potential to
Synthesize Riskless Assets ,” Working Paper, Federal Reserve Board (July
2001).
Boreo, C., (2003). Towards a Macroprudential Framework for Financial
Supervision and Regulation, BIS Working Papers No. 128 (February 2003).
Brian A. Eales, B.A. (2000). Financial Engineering, Macmillan Press Ltd..
Bruner, R., Chaplinsky, S., & Ramchand, L. (1999). Coming to America: A
Clinical Study of IPOs in the U.S. by Foreign Firms , Working Paper, University
of Virginia.
Cantale, S. (1998). The Choice of a Foreign Market as a Signal, working paper,
Tulane University.
Chance, D.M., Tech, V. (2001). An Introduction to Derivatives and Risk
Management, 5th ed., South-Western (USA).
Chandra, P. (2004). Financial Management: Theory and Practice , TATA
McGraw Hill (India), 6th ed.
Chandra, P. (2004). Financial Management: Theory and Practice . Tata
McGraw-Hill Publishing (India), 6th edition.
234
Chaplinsky, Susan J., Bruner, Robert F. & Ramchand, L. (2000). U.S.-Bound
IPOs: Issue Costs and Market Selectivity , Working Paper No. 00-07, Darden
Business School.
Chaudhuri, T.D. (2005). Resolution Strategies for Maximizing Value of Non-
Performing Assets (NPAs), Working Paper (December 19), Electronic copy
available at: http://ssrn.com .
Chen, S. (1996). Understanding Option-Adjusted Spreads: The Implied
Payment hypothesis, Journal of portfolio management, (summer 1996), pp.104-
113.
Cherubini, U., Della Lunga, G. (2007). Structure Finance: The Object-Oriented
Approach, John Wiley & Sons, Ltd.
Choi, F. D. S., Stonehill, A. (1982). Foreign Access to U.S. Securities Markets:
The Theory, Myth and Reality of Regulatory Barriers. Investment Analyst (July
1982), pp. 17-26.
Chorafas, D.N. (2004). Economic Capital Allocation with Basel II: Cost, Benefits
and Implementation procedures. Elsevier Finance.
Chouhry, M., Joannas, D., Pereira, R. & Pienaar, R. (2002). Capital Market
Instruments: Analysis and Valuation, Financial Times-Prentice Hall (UK).
Citi Analysis (2008). 2008 mid year report, DR services (August 8), Available at:
http://citi.com/dr .
Citibank’s Information Guide to American Depositary Receipts, (1995).
Available at: http://citibank.com.
Citigroup (2007), A simple guide to subprime mortgages, CDO, and
securitization, United States Fixed Income Strategy & Analysis, (13 April).
Committee on the Global Financial System (2005). The role of ratings in
structured finance: Issues and implications (January 2005).
235
CPA Australia Ltd. (April 2008). Understanding and Managing Interest Rate
Risk, Electronic copy available at: http://cpaaustralia.com.au .
Criado, S., Van Ritel, A. (2008). Structured Finance and the Financial Turmoil
2007-2008: An Introductory Overview. Occasional Paper Series No. 0808.
Banko De Espana, Madrid, Electronic copy available at http://ssrn.com .
Culter,D.M., Poterba, J. & Summers, L.H. (1991). Speculative dynamics.”
Review of economic studies (May 1991).
Depositary Receipts Handbook 2003 (PDF), http://adr.db.com .
Depositary Receipts Reference Guide, available at: http://adr.com .
Desai, N.M., D'Souza, D. (1998). Legal and Tax Considerations Confronting
Indian companies Issuing GDRs/ADRs. Working Paper: 17, Nishith Desai
Associates (Bombay).
Deuche Bank, Two way fungibility , Electronic copy available at:
http://adr.db.com.
Doidge, C., Karolyi, G.A. & Stulz, R.M. (2003). Why Are Foreign Firms Listed in
the U.S. Worth More? Journal of Financial Economics, Vol. 71, No.2.
Domowitz, I., Glen, J.D. & Madhavan, A. (1998). International Cross-listing and
Order Flow Migration: Evidence from an Emerging Market. Journal of Finance,
53, pp. 2001-2027.
Drehmann, M., Sorensen, S. & Stringa, M. (2008). The Integrated Impact of
Credit and Interest Rate Risk on Banks: An Economic Value and Capital
Adequacy Perspective. Working Paper No. 339, Bank of England, Electronic
copy available at: http://ssrn.com .
Drexhage, G. (1998). How to Pay for your Next US Takeover: Use ADRs”,
Corporate Finance (published from London), (Oct. 1998), pp. 22-27.
236
Eckl, S., Robinson, J.N. & Thomas, D.C. (1991). Financial Engineering: A
Handbook of Derivative Products, Basil Blackwell (USA).
Enders, W. (2004). Applied Econometrics time series , Wiley India, 2nd edition,
pp.158-167.
Errunza, V., Losq, E. (1985). International Asset Pricing and Under Mild
Segmentation: Theory and Test, Journal of Finance, 40, pp. 105-124.
Errunza, V., Losq, E. (1985). The Behavior of Stock Prices in LDC Markets,
Journal of Banking and Finance, 9, pp. 561-575.
Fabbozi, F.J., Modigliani, F. & Jones, F.J. (2006). Capital Markets: Institutions
and Instruments, Prentice-Hall (India).
Fabozzi, F.J., Kothari, V. (2007). Securitization: The tool of financial
transformation, Working Paper No. 07-07, Yale International Center for Finance.
Fama, Eugene and Kenneth French (1988). Permanent and Temporary
Components of Stock Prices, Journal of Political Economy, 96, pp. 246-273.
Fama, Eugene F. (1970). Efficient Capital Market: A Review of Theory and
Empirical Work. Journal of Finance, 25 (May 1970), pp.383-417
Fama, Eugene F. (1991). Efficient Capital Markets: II. Journal of Finance , 46
(Dec. 1991), pp.1575-615.
Fanto, J.A., Karmel, R.S. (1997). A Report on the Attitudes of Foreign
Companies Regarding a US Listing”, Stanford Journal of Law, Business &
Finance, 3, pp. 51-83.
FCCBs and Ordinary Shares [Through Depository Receipt Mechanism]
Scheme, 1993 Amended (September 05), 2005 http://www.rbi.org.in/scripts/
NotificationUser.aspx?Mode=0&Id=2498
237
Fender, I., Mitchell, J. (2005). Structured Finance: Complexity, Risk and the Use
of Rating, BIS Quarterly Review (June 2005), Electronic copy available at:
http://ssrn.com .
Finnerthy, J.D. (1988). Financial Engineering in Corporate Finance: An
Overview, Financial Management (winter 1988). www.econ.iastate.edu/classes
/econ308
Fisher, L. (2007). Major Risk of International Banking, Working Paper No. 2008-
20, Law and Economics Research paper series(June 2007), University of St.
Gallen (Switzerland), Electronic copy available at: http://ssrn.com .
Foerster S.R. & Karolyi G.A. (1993). International Listings of Stocks: The Case
of Canada and the U.S., Journal of International Business Studies, 24, pp. 763-
784.
Foerster, S.R., Karolyi, G.A., & Wiener, D. (1998). The Lure of American
Exchanges for Canadian Issuers. Research study sponsored by National Public
Relations and Scotia Capital Markets.
Foucault, T. & Parlour, C.A. (2000). Competition for Listings , Presented at
meeting of American Finance Association.
Frenkel, M., Hommel, U. & Rudolf, M. (2005). Risk Management: Challenge and
Opportunity, 2nd revised, Springer (Germany), pp. 422-432.
Galitz, L. (1996). Financial Engineering: Tools and Techniques to Manage
Financial Risk, Financial Times, Pitman Publishing (UK), 1996.
Gande, A. (1999). Raising International Capital through ADRs: Evidence from
Emerging Markets, Working Paper No. 98-15, Owen Graduate School of
Management, Nashville, TN.
Gande, A., Puri, M. & Saunders, A. (1999). Bank Entry, Competition and the
Market for Corporate Securities Underwriting, Journal of Financial Economics ,
pp. 165-195.
238
GDRs / ADRs issues by FIs http://www.rbi.org.in/scripts/NotificationUser
.aspx?Mode=0&Id=292
Glantz, M., Mun, J. (2008). The Banker ’s Handbook on Credit Risk;
Implementing Basel II, Academic Press (AP) Elsevier.
Gorton, G., Souleles, N.S. (2005). Special purpose vehicles and securitization ,
NBER Working Paper Series No.11190 (March 2005).
Graham JR, Smith Jr. C.W. (1999). Tax incentives to hedge. Journal of finance
54, pp. 2241-2262
Graham, J.R., Rogers, D.A. (2002). Do Firms Hedge in Response to Tax
Incentives?, Journal of Finance, 57 (2), pp. 815-839.
Grinblatt, M. Titman, S. (2005). Financial Markets and Corporate Strategy , 2nd
ed., TATA Mc Grow-Hill (India).
Grossman, S.J. and Stiglitz, J.E. (1980). On the Impossibility of Informationally
Efficient Markets, American Economic Review, 70, pp. 393-407.
Grossman, S.J., Stiglitz, J.E. (1980). On the Impossibility of Informationally
Efficient Markets, American Economic Review, 70, pp. 393-408.
Gujarati, D.N. (2007). Basic econometrics , Tata McGraw Hill, 4 th edition,
pp.656-660.
Gujrati, D.N. (1995). Basic econometrics, McGrow-Hill, 3rd edition, pp.718-724.
Gup, B.E. & Kolari, G.W., (2005). Commercial Banking: The Management of
Risk, Wiley, 3rd edition.
Hanc, G. (1998). The Banking Crises of the 1980s and Early 1990s: Summary
and implications, FDIC Banking Review, Vol. 11, no. 1, pp. 1-55
Heffernan, S. (2005). Modern Banking, John Wiley & Sons, 2nd edition.
239
Helbok, G., Wagner, C. (2006). Determinants of Operational Risk Reporting in
Banking Industry, Working Paper, Vienna University of Economics and business
administration (July 2006), Electronic copy available at: http://ssrn.com .
Holicka, K. (2004). International Financing-Focused on GDR and ADR, Master’s
Thesis, Univerzita Karlova v Praze (Charles University in Prague).
http://dictionaryreference.com
http://www.iasb.org
http://www.isda.org
Hu, J. (2007). Assessing the Credit Risk of CDOs Backed by Structured
Finance Securities: Rating Analysts’ Challenges and Solutions , Working Paper
(August 2007), [email protected].
Hubbard, R. G. (1998). Capital Market Imperfections and Investment, Journal of
Economic Literature, 26, pp. 193-225.
IMF (2008). Global Financial Stability Report: Containing Systemic Risk and
Restoring Financial Soundness , (April). Electronic copy available at:
http://www.imf.org
Inmoo Lee, I., Lochhead, S., Ritter, J. & Zhao, Q. (1996). The cost of raising
capital, Journal of Financial Research, Vol.19, No. 1 (spring 1996), pp.59-74.
Issing, O. (2005). Opening Remarks, Presented at the 4th Joint Central Bank
Research Conference on Risk Measurement and Systemic Risk, Frankfurt am
Main (8-9 November 2005).
J. P. Morgan DR Group (DR Advisor Whitepaper) (2008). Un-Sponsored ADR
Programs and Their Implications for Affected Issuers (November 2008),
Electronic copy available at: http://adr.com.
J.P. Morgan DR Group, Global Depositary Receipts Reference Guide, available
at: http://adr.com.
240