Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
Year of publication: |
2009
|
---|---|
Authors: | Czaja, Marc-Gregor ; Scholz, Hendrik ; Wilkens, Marco |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 33.2009, 1, p. 1-26
|
Publisher: |
Springer |
Subject: | German financial institutions | Interest rate sensitivity | Term structure | Nelson–Siegel approach |
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