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Elastizitätsorientierte Zinsrisikosteuerung in Kreditinstituten

Schwanitz, Johannes - 1996

Persistent link: https://www.econbiz.de/10008729901

Theory of long-term interest rates

Rey, Sebastián A. - In: International journal of financial engineering 3 (2016) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10011587728

Stochastic durations, the convexity effect, and the impact of interest rate changes

Fonseca, José Soares da - In: The European journal of finance 20 (2014) 10/12, pp. 994-1007

Persistent link: https://www.econbiz.de/10010464881

Should governments minimize debt service cost and risk? : a closer look at the debt strategy : simulation approach

Bernaschi, Massimo; Missale, Alessandro; Vergni, Davide - 2009

Persistent link: https://www.econbiz.de/10011752100

Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve

Foos, Daniel; Lütkebohmert-Holtz, Eva; Markovych, Mariia; … - 2017

This paper investigates interest rate risk exposures of listed euro area banks which fall under the Single Supervisory Mechanism (SSM). We analyze the period 2005 to 2014, as it includes times of very low interest rates in which banks may have pursued a more risky maturity transformation...