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Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
Akhtaruzzaman, Md.; Shamsuddin, Abul; Easton, Steve - In: Journal of international financial markets, … 31 (2014), pp. 378-396
Persistent link: https://www.econbiz.de/10011299306
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Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking
Angbazo, Lazarus A. - In: Journal of banking & finance 21 (1997) 1, pp. 55-87
Persistent link: https://www.econbiz.de/10001213055
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US stock market sensitivity to interest and inflation rates : a quantile regression approach
Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481
Persistent link: https://www.econbiz.de/10011591154
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The competitive implications of multimarket bank branching
Hannan, Timothy Hale; Prager, Robin A. - In: Journal of banking & finance 28 (2004) 8, pp. 1889-1914
Persistent link: https://www.econbiz.de/10002118331
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The competitive implications of multimarket bank branching
Hannan, Timothy Hale; Prager, Robin A. - 2001
Persistent link: https://www.econbiz.de/10001630696
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Risikomanagement von Struktureffekten im Bankgeschäft : eine empirische Analyse für die Schweiz
Kauth, Simon Thomas - 1997
Persistent link: https://www.econbiz.de/10014267929
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Interest rate risk estimation : a new duration-based approach
Bajo, Emanuele; Barbi, Massimiliano; Hullier, David - In: Applied economics 45 (2013) 19/21, pp. 2697-2704
Persistent link: https://www.econbiz.de/10010189364
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The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris; Munk, Claus - In: Journal of economic dynamics & control 36 (2012) 2, pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
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The exposure of mortgage borrowers to interest rate risk, income risk and house price risk : evidence from Swiss loan application data
Brown, Martin; Guin, Benjamin - 2014 - This draft: 2 December 2014
We study the exposure of mortgage borrowers in Switzerland to interest rate, income and house price risks and examine how the households' choice of risky mortgages is related to individual interest rate expectations and risk-aversion. Our analysis is based on a unique data set of household...
Persistent link: https://www.econbiz.de/10011344795
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Determinants of mortgage pricing : a quantile regression analysis
Al-Bahrani, Abdullah; Su, Qing - In: Journal of housing economics 30 (2015), pp. 77-85
Persistent link: https://www.econbiz.de/10011565826