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Understanding and managing interest rate risk at banks
Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231
Persistent link: https://www.econbiz.de/10011974365
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Who bears interest rate risk?
Hoffmann, Peter; Langfield, Sam; Pierobon, Federico; … - 2018
We study the allocation of interest rate risk within the European banking sector using novel data. Banks' exposure to interest rate risk is small on aggregate, but heterogeneous in the cross-section. In contrast to conventional wisdom, net worth is increasing in interest rates for approximately...
Persistent link: https://www.econbiz.de/10011901434
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Is corporate hedging always beneficial? : a theoretical and empirical analysis
Ahmed, Hany; Fairchild, Richard; Guney, Yilmaz - In: The European journal of finance 26 (2020) 17, pp. 1746-1780
Persistent link: https://www.econbiz.de/10012314651
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Risk, equilibrium and futures markets
Hirshleifer, David - 1985
Persistent link: https://www.econbiz.de/10000885878
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Aktienindexinstrumente in der Schweiz
Dubacher, René - 1991
Persistent link: https://www.econbiz.de/10000824044
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Optionsbildung und Absicherung von Optionen unter Berücksichtigung von Transaktionskosten
Safarian, Mher M. - 1997
Persistent link: https://www.econbiz.de/10000962754
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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10003863665
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Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa; Kabanov, Jurij M. - In: Recent advances in financial engineering : proceedings …, (pp. 1-25). 2009
Persistent link: https://www.econbiz.de/10003871153
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No arbitrage conditions and liquidity
Astic, Fabian; Touzi, Nizar - In: Journal of mathematical economics 43 (2007) 6, pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
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No-arbitrage criteria for financial markets with transaction costs and incomplete information
De Vallière, Dimitry; Kabanov, Yuri; Stricker, Christophe - In: Finance and stochastics 11 (2007) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10003439760