On the hedging of interest rate margins on bank demand deposits
Hamza Cherrat, Jean-Luc Prigent
| Year of publication: |
2023
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|---|---|
| Authors: | Cherrat, Hamza ; Prigent, Jean-Luc |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 3, p. 935-967
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| Subject: | COVID-19 pandemic. | Demand deposits | Interest rate margins | Quadratic and quantile hedging | Risk management | Hedging | Einlagengeschäft | Deposit banking | Zins | Interest rate | Coronavirus | Zinsrisiko | Interest rate risk | Bank | Theorie | Theory | Risikomanagement | 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