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Effectiveness of hedging interest rate risks and stock market risks with financial futures

Fortin, Michel; Khoury, Nabil T. - In: The journal of futures markets 8 (1988) 3, pp. 319-334

Persistent link: https://www.econbiz.de/10003552404

Interest-Rate Risk Factor and Stock Returns : A Time-Varying Factor-Loadings Model

Huang, Peng - 2018

We extend the Fama–French three-factor model to include a risk factor that proxies for interest-rate risk faced by firms in an attempt to reduce the pricing errors that the three-factor model cannot explain. These pricing errors are observed especially in small size and low book-to-market...

Persistent link: https://www.econbiz.de/10012931064

Marktrisiko des Handelsbuches einer Modell-Universalbank und adverse Regulierungseffekte des "neuen" Grundsatzes I

Kürsten, Wolfgang - In: Wolfgang Stützel - moderne Konzepte für …, (pp. 63-80). 2001

Persistent link: https://www.econbiz.de/10001602470

The measurement of interest rate risk by financial intermediaries

Dermine, Jean - 1985

Persistent link: https://www.econbiz.de/10002082402

Interest Rate Risk and Banking Intermediation : An Asset and Liability Management Perspective (Il Rischio di Tasso di Interesse Nell'Economia Degli Intermediari Bancari: Una Prospe...

Scannella, Enzo - 2012

Interest rate risk is the exposure of a bank's financial condition to adverse movements in interest rates. Changes in … interest rates affect a bank's earnings by changing its net interest income and also affect the underlying value of the bank … for assessing a bank's interest rate risk exposure: earnings perspective and economic value perspective. Changes in banks …

Persistent link: https://www.econbiz.de/10013112510