On the hedging of interest rate margins on bank demand deposits
Hamza Cherrat, Jean-Luc Prigent
| Year of publication: |
2023
|
|---|---|
| Authors: | Cherrat, Hamza ; Prigent, Jean-Luc |
| Subject: | COVID-19 pandemic. | Demand deposits | Interest rate margins | Quadratic and quantile hedging | Risk management | Hedging | Zins | Interest rate | Einlagengeschäft | Deposit banking | Coronavirus | Risikomanagement | Theorie | Theory | Zinsrisiko | Interest rate risk | Bank | Portfolio-Management | Portfolio selection | Zinsspanne | Interest margin |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10287-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014382850