Narrow search
Showing 51 - 60 of 105,948
Cover Image
Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
Memmel, Christoph - 2010
We use a unique dataset of German banks’ exposure to interest rate risk to derive the following statements about their exposure to this risk and their earnings from term transformation. The systematic factor for the exposure to interest rate risk moves in sync with the shape of the term...
Persistent link: https://www.econbiz.de/10008657143
Cover Image
Banks’ exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure
Memmel, Christoph - In: Journal of banking & finance 35 (2011) 2, pp. 282-289
Persistent link: https://www.econbiz.de/10009244330
Cover Image
Determinants of bank interest margins : impact of maturity transformation
Entrop, Oliver; Memmel, Christoph; Ruprecht, Benedikt; … - In: Journal of banking & finance 54 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011377747
Cover Image
Empirical analysis of credit spread changes of US corporate bonds
Loncarski, Igor; Szilágyi, Péter G. - In: International review of financial analysis 24 (2012), pp. 12-19
Persistent link: https://www.econbiz.de/10009688187
Cover Image
Multiple threshold regimes and macroeconomic predictors for analyzing and pricing interest rate-dependent instruments
Filipova, Kameliya - 2012
curve modeling and forecasting ; Macroeconomic variables ; Tree-structured models ; Threshold regimes ; Zinsrisiko …
Persistent link: https://www.econbiz.de/10009661717
Cover Image
A new immunization inequality for random streams of assets, liabilities and interest rates
Gajek, Lesław; Krajewska, Elżbieta - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 624-631
Persistent link: https://www.econbiz.de/10010227919
Cover Image
Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation
Ivanovski, Zoran; Stojanovski, Toni Draganov; … - In: Economic research 26 (2013) 3, pp. 47-62
Persistent link: https://www.econbiz.de/10010196415
Cover Image
Long-term interest rates, risk premia and unconventional monetary policy
Jones, Callum; Kulish, Mariano - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2547-2561
Persistent link: https://www.econbiz.de/10010348122
Cover Image
Interest rate uncertainty and economic fluctuations
Creal, Drew; Wu, Jing Cynthia - 2014
Persistent link: https://www.econbiz.de/10010431316