Interest rate uncertainty and the predictability of bank revenues
Oguzhan Cepni, Riza Demirer, Rangan Gupta, Ahmet Sensoy
| Year of publication: |
2022
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|---|---|
| Authors: | Cepni, Oguzhan ; Demirer, Rıza ; Gupta, Rangan ; Sensoy, Ahmet |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 8, p. 1559-1569
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| Subject: | Bank stress tests | Empirical Bayes | Interest rate uncertainty | Out-of-sample forecasts | Zins | Interest rate | Prognoseverfahren | Forecasting model | Risiko | Risk | Bank | Zinsrisiko | Interest rate risk | Zinsstruktur | Yield curve | Prognose | Forecast | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2884 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013465714