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Die Duration - eine geeignete Kennzahl für die Steuerung von Zinsänderungsrisiken in Kreditinstituten?
Bühler, Wolfgang - In: Kredit und Kapital 22 (1989) 3, pp. 403-428
Persistent link: https://www.econbiz.de/10001080327
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Bank interest rate margins
Valentine, Thomas James - 1992
Persistent link: https://www.econbiz.de/10000970911
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Die Dynamik der Zinsstruktur : Modelle zur Erfassung des Zinsrisikos und deren Schätzung
Hess, Dieter - 1995
Persistent link: https://www.econbiz.de/10000904933
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Estimation of the term structure and its application to risk management
Zagst, Rudi - 1997
Persistent link: https://www.econbiz.de/10000980079
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The effect of changes in the term structure of interest rates on the exposure to interest-rate risk of financial institutions in Israel
Zaken, David - In: Banking review 6 (1998), pp. 50-72#
Persistent link: https://www.econbiz.de/10001354101
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Systematic risk in corporate bond credit spreads
Pedrosa, Monica; Roll, Richard - In: The journal of fixed income 8 (1998) 3, pp. 7-26
Persistent link: https://www.econbiz.de/10001364560
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International term structure models : global models of interest rate and foreign exchange rate risk
Leippold, Markus - 1999
Persistent link: https://www.econbiz.de/10001406246
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Aspects of systemic risk in banking : Inter Bank Loans, Optimal Bank Size and the Swiss Regional Bank Crisis
Staub, Markus - 1999 - Als Ms. gedr
Persistent link: https://www.econbiz.de/10001381943
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A two-factor duration model for interest rate risk management
Navarro Arribas, Eliseo - In: Investigaciones económicas 21 (1997) 1, pp. 55-74
Persistent link: https://www.econbiz.de/10001226353
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A nonparametric model of term structure dynamics and the market price of interest rate risk
Stanton, Richard - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 1973-2002
Persistent link: https://www.econbiz.de/10001232335