Australian financial firms' exposures to the level, slope, and curvature of the interest rate term structure
Year of publication: |
April 2017
|
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Authors: | Akhtaruzzaman, Md. ; Shamsuddin, Abul |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 19, p. 1855-1874
|
Subject: | Australian financial firms | interest rate risk | level | slope | curvature | Australien | Australia | Zinsstruktur | Yield curve | Zinsrisiko | Interest rate risk | Schätzung | Estimation |
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