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Performance of maturity transformation strategies
Schmidhammer, Christoph, (2020)
Interest rate risk and monetary policy normalisation in the euro area
Molyneux, Philip, (2020)
Banking on deposits : maturity transformation without interest rate risk
Drechsler, Itamar, (2018)
GARCH volatilities applied to an asset selection algorithm : the case of fixed income markets
Corelli, Angelo, (2018)
Understanding financial risk management
Corelli, Angelo, (2019)
Analytical corporate finance