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Interest rate risk management and dynamic portfolio selections

Sun, Hang; Sun, Wan Gui - In: Modern economy 2 (2011) 4, pp. 674-679

Persistent link: https://www.econbiz.de/10009620650

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

Modelling scenario analysis and macro stress-testing

End, Jan-Willem van den; Hoeberichts, Marco; Tabbae, Mostafa - 2006

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The effect of investment risks on stock return in the agricultural sector

Sadikin, Ali; Dalimunthe, Fahmi Roy - 2021

Persistent link: https://www.econbiz.de/10012659334

Solvency measurement of life annuity products

Diffouo, Pauline M. Ngugnie; Devolder, Pierre - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10013189960

Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves

Basten, Christoph; Mariathasan, Mike - 2020

We identify the effects of negative interest rate policies on bank behavior using difference-in differences identification and data on all Swiss banks. First, we find that going negative can interrupt not only the pass-through from policy to deposit rates, but also that to mortgage rates....

Persistent link: https://www.econbiz.de/10012419657