Showing 1 - 10 of 3,113
Persistent link: https://www.econbiz.de/10000412300
Persistent link: https://www.econbiz.de/10000347380
Persistent link: https://www.econbiz.de/10000633951
Persistent link: https://www.econbiz.de/10003307369
Persistent link: https://www.econbiz.de/10003608350
Persistent link: https://www.econbiz.de/10008660090
This paper explores the extent to which interest risk exposure is priced in bank margins. Our contribution to the literature is twofold: First, we present an extended model of Ho and Saunders (1981) that explicitly captures interest rate risk and returns from maturity transformation. Banks price...
Persistent link: https://www.econbiz.de/10009572494
Persistent link: https://www.econbiz.de/10009311862
Persistent link: https://www.econbiz.de/10011298625