Modeling non-maturing demand deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit volumes
Sophie Döpp, Andre Horovitz, Alexander Szimayer
| Year of publication: |
2022
|
|---|---|
| Authors: | Döpp, Sophie ; Horovitz, Andre ; Szimayer, Alexander |
| Published in: |
The Quarterly Journal of Finance : QJF. - Singapore : World Scientific Publ., ISSN 2010-1406, ZDB-ID 2600942-0. - Vol. 12.2022, 1, Art.-No. 2240006, p. 2240006-1-2240006-20
|
| Subject: | Core deposit volumes | idiosyncratic confidence level | liquidity risk | Einlagengeschäft | Deposit banking | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | Einlagensicherung | Deposit insurance | Theorie | Theory | Vertrauen | Confidence | Bankenliquidität | Bank liquidity | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139222400067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013174948