Pass-through rate study for Hong Kong banking industry and its application to nonmaturity deposits interest rate risk management
Zhifeng Wang, Fangying Wei and Yuzhou Fang
| Year of publication: |
2019
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|---|---|
| Authors: | Wang, Zhifeng ; Wei, Fangying ; Fang, Yuzhou |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 14.2019, 2, p. 1-25
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| Subject: | Hong Kong bank savings rate | interest pass-through rate | nonmaturity deposits (NMD) repricing behavior model | interest rate risk in banking book (IRRBB) | error correction model | Hongkong | Hong Kong | Zinsrisiko | Interest rate risk | Einlagengeschäft | Deposit banking | Bank | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S201049521950009X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012030833