Components of interest rate risk of commercial bank stock returns : mismatch of the gap, basis, and embedded options (1990-1997)
Jill L. Wetmore
| Year of publication: |
2003
|
|---|---|
| Authors: | Wetmore, Jill L. |
| Published in: |
American business review. - West Haven, Conn., ISSN 0743-2348, ZDB-ID 1115252-7. - Vol. 21.2003, 1, p. 21-37
|
| Subject: | Zinsrisiko | Interest rate risk | Bankrisiko | Bank risk | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: American business review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001763959