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. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 33.2009, 1, p. 1-26
|