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The impact of credit risk on the pricing and duration of floating-rate notes
Kaufold, Howard - In: Journal of banking & finance 15 (1991) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10001101007
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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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Interest rate forecasts, state price densities and risk premium from Euribor options
Ivanova, Vesela; Puigvert Gutiérrez, Josep Maria - In: Journal of banking & finance 48 (2014), pp. 210-223
Persistent link: https://www.econbiz.de/10010508142
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A note on market expectations of risk-free rates and volatilities before and after October 1987
Benninga, Simon - In: Journal of banking & finance 17 (1993) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10001140677
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Evaluating the validity of regulatory interest rate risk measures : a simulation approach
Claußen, Catharina; Platte, Daniel - In: Journal of banking & finance 154 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014486706
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The stock-bond correlation and macroeconomic conditions : one and a half centuries of evidence
Yang, Jian; Zhou, Yinggang; Wang, Zijun - In: Journal of banking & finance 33 (2009) 4, pp. 670-680
Persistent link: https://www.econbiz.de/10003820924
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The effects of default and call risk on bond duration
Xie, Yan Alice; Liu, Sheen; Wu, Chunchi; Anderson, Bing - In: Journal of banking & finance 33 (2009) 9, pp. 1700-1708
Persistent link: https://www.econbiz.de/10003872871
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Bond risk premia and realized jump risk
Wright, Jonathan H.; Zhou, Hao - In: Journal of banking & finance 33 (2009) 12, pp. 2333-2345
Persistent link: https://www.econbiz.de/10003905578
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China’s official rates and bond yields
Fan, Longzhen; Johansson, Anders C. - In: Journal of banking & finance 34 (2010) 5, pp. 996-1007
Persistent link: https://www.econbiz.de/10003971328
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Bank funding modes : securitization versus deposits
Greenbaum, Stuart I.; Thakor, Anjan V. - In: Journal of banking & finance 11 (1987) 3, pp. 379-401
Persistent link: https://www.econbiz.de/10003584364