How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market
Year of publication: |
2017
|
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Authors: | Basten, Christoph ; Guin, Benjamin ; Koch, Cathérine Tahmee |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | Fixed-Rate Mortgage (FRM) | Adjustable-Rate Mortgage (ARM) | fixation period | maturity mismatch | interest rate risk | credit risk | duration |
Series: | CESifo Working Paper ; 6649 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 898332567 [GVK] hdl:10419/171113 [Handle] RePec:ces:ceswps:_6649 [RePEc] |
Classification: | D12 - Consumer Economics: Empirical Analysis ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: |
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How do banks and households manage interest rate risk? : evidence from the Swiss mortgage market
Basten, Christoph, (2017)
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Basten, Christoph, (2018)
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Guin, Benjamin, (2018)
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How do banks and households manage interest rate risk? : evidence from the Swiss mortgage market
Basten, Christoph, (2017)
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Basten, Christoph, (2018)
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Basten, Christoph, (2015)
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