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Are TIPS the "real" deal? : A conditional assessment of their role in a nominal portfolio
Hunter, Delroy M.; Simon, David P. - In: Journal of banking & finance 29 (2005) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10002485301
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The informational content of the embedded deflation option in TIPS
Grishchenko, Olesya V.; Vanden, Joel M.; Zhang, Jianing - In: Journal of banking & finance 65 (2016), pp. 1-26
Persistent link: https://www.econbiz.de/10011634318
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Bond durations : corporates vs. treasuries
Kraft, Holger; Munk, Claus - In: Journal of banking & finance 31 (2007) 12, pp. 3720-3741
Persistent link: https://www.econbiz.de/10003604651
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The management of interest rate risk during the crisis : evidence from Italian banks
Esposito, Lucia; Nobili, Andrea; Ropele, Tiziano - In: Journal of banking & finance 59 (2015), pp. 486-504
Persistent link: https://www.econbiz.de/10011544678
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Hedging bonds subject to credit risk
Skinner, Frank S. - In: Journal of banking & finance 22 (1998) 3, pp. 321-345
Persistent link: https://www.econbiz.de/10001238387
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Generalized M-vector models for hedging interest rate risk
Nawalkha, Sanjay K.; Soto, Gloria M.; Zhang, Jun - In: Journal of banking & finance 27 (2003) 8, pp. 1581-1604
Persistent link: https://www.econbiz.de/10001770319
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Interest rate risk management and the mix of fixed and floating rate debt
Oberoi, Jaideep - In: Journal of banking & finance 86 (2018), pp. 70-86
Persistent link: https://www.econbiz.de/10011962403
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Bank's interest rate risk and profitability in a prolonged environment of low interest rates
Chaudron, Raymond F. D. D. - In: Journal of banking & finance 89 (2018), pp. 94-104
Persistent link: https://www.econbiz.de/10011963074
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Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia; Del Viva, Luca - In: Journal of banking & finance 58 (2015), pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
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Do firms obtain multiple ratings to hedge against downgrade risk?
Chen, Zhihua; Wang, Zhen - In: Journal of banking & finance 123 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012659942