7Chamberlain S, Howe J S, Popper H. The exchange rate exposure of U.S. and Japanese banking institution[J ]. Journal of Banking and Finance, 1997, 21(6) :871 - 92.
8Choi J J, Elyasiani E, Kopecky K J. The sensitivity of bank stock returns to market, interest and exchange rate risk[J]. Journal of Banking and Finance, 1992,16(5) :983 - 1004.
9Elyasiani Elyas, Mansur lqbal. The association between market and exchange raterisks and accounting variables: a GARCH model of the Japanese banking institutions[J]. Review of Quantitative Finance and Acoounting,2005,25(2) : 183 - 206.
10Martin A D, Mauer L J. Exchange rate exposures of US banks: a cashflow- based methodology[J ]. Journal of Banking and Finance,2003, 27(5) :851 - 65.