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Rate fears gauges and the dynamics of fixed income and equity volatilities

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

Persistent link: https://www.econbiz.de/10011377668

Rate fears gauges and the dynamics of fixed income and equity volatilities

Mele, Antonio; Obayashi, Yoshiki; Shalen, Catherine T. - In: Journal of banking & finance 52 (2015), pp. 256-265

Persistent link: https://www.econbiz.de/10011377669

The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises

Avouyi-Dovi, Sanvi; Horny, Guillaume; Sevestre, Patrick - In: Journal of banking & finance 79 (2017), pp. 74-94

Persistent link: https://www.econbiz.de/10011815138

An application of index numbers theory to interest rates

Huerga, Javier (contributor); Steklacova, Lucia (contributor) - 2008

This paper uses index number theory to disentangle changes in aggregate retail interest rates due to changes in individual component rates ("interest rate effect") from those caused by changes in the weights of each component ("weight effect"), on the basis of the "difference" index numbers...

Persistent link: https://www.econbiz.de/10003790944

Financial dollarization : the role of foreign-owned banks and interest rates

Basso, Henrique S.; Calvo-Gonzalez, Oscar; Jurgilas, Marius - In: Journal of banking & finance 35 (2011) 4, pp. 794-806

Persistent link: https://www.econbiz.de/10009244240

Statistical evidence about LIBOR manipulation : a "Sherlock Holmes" investigation

Fouquau, Julien; Spieser, Philippe K. - In: Journal of banking & finance 50 (2015), pp. 632-643

Persistent link: https://www.econbiz.de/10010510174

Capital inflows and euro area long-term interest rates

Carvalho, Daniel; Fidora, Michael - 2015

Persistent link: https://www.econbiz.de/10011288706

Determinants of bank interest margins : impact of maturity transformation

Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - In: Journal of banking & finance 54 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011377747

Interest rate co-movements, global factors and the long end of the term spread

Byrne, Joseph P.; Fazio, Giorgio; Fiess, Norbert M. - In: Journal of banking & finance 36 (2012) 1, pp. 183-192

Persistent link: https://www.econbiz.de/10009411145

Pricing American interest rate options under the jump-extended constant-elasticity-of-variance short rate models

Beliaeva, Natalia A.; Nawalkha, Sanjay K. - In: Journal of banking & finance 36 (2012) 1, pp. 151-163

Persistent link: https://www.econbiz.de/10009411156