Interest rate risk of German financial institutions : the impact of level, slope, and curvature of the term structure
Marc-Gregor Czaja; Hendrik Scholz; Marco Wilkens
| Year of publication: |
2009
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|---|---|
| Authors: | Czaja, Marc-Gregor ; Scholz, Hendrik ; Wilkens, Marco |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 33.2009, 1, p. 1-26
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| Subject: | Zinsrisiko | Interest rate risk | Zinsstruktur | Yield curve | Bank | Versicherung | Insurance | Deutschland | Germany |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G12 - Asset Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; G22 - Insurance; Insurance Companies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003850662