Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
| Year of publication: |
2009
|
|---|---|
| Authors: | Czaja, Marc-Gregor ; Scholz, Hendrik ; Wilkens, Marco |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 33.2009, 1, p. 1-26
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| Publisher: |
Springer |
| Subject: | German financial institutions | Interest rate sensitivity | Term structure | Nelson–Siegel approach |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005016309