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isPartOf:"Advanced bond portfolio management : best practices in modeling and strategies"
~isPartOf:"Journal of monetary economics"
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Advanced bond portfolio management : best practices in modeling and strategies
Journal of monetary economics
Journal of banking & finance
40
NBER working paper series
17
Working paper / National Bureau of Economic Research, Inc.
16
NBER Working Paper
12
Discussion paper
11
Applied economics
10
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Aktuelle Entwicklungslinien in der Finanzwirtschaft ; Teil 1
7
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7
Kredit und Kapital
7
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7
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7
Competence Center Finanz- und Bankmanagement : ccfb
6
Discussion paper / Centre for Economic Policy Research
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Economic modelling
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European financial management : the journal of the European Financial Management Association
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1
Banks' exposure to interest rate risk and the transmission of monetary policy
Gomez, Matthieu
;
Landier, Augustin
;
Sraer, David
; …
- In:
Journal of monetary economics
117
(
2021
),
pp. 543-570
Persistent link: https://www.econbiz.de/10012603033
Saved in:
2
Interest rate risk and bank equity valuations
English, William B.
;
Heuvel, Skander van den
; …
- In:
Journal of monetary economics
98
(
2018
),
pp. 80-97
Persistent link: https://www.econbiz.de/10012109012
Saved in:
3
Technological change and the households' demand for currency
Lippi, Francesco
;
Secchi, Alessandro
- In:
Journal of monetary economics
56
(
2009
)
2
,
pp. 222-230
Persistent link: https://www.econbiz.de/10003845419
Saved in:
4
Changes in risk and the demand for saving
Eeckhoudt, Louis R.
;
Schlesinger, Harris
- In:
Journal of monetary economics
55
(
2008
)
7
,
pp. 1329-1336
Persistent link: https://www.econbiz.de/10003791673
Saved in:
5
Fixed income risk modeling
Breger, Ludovic
;
Cheyette, Oren
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 163-194)
.
2006
Persistent link: https://www.econbiz.de/10003280205
Saved in:
6
Measuring plausibility of hypothetical interest rate shocks
Golub, Bennet W.
;
Tilman, Leo M.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 249-266)
.
2006
Persistent link: https://www.econbiz.de/10003280215
Saved in:
7
Hedging interest rate risk with term structure factor models
Martellini, Lionel
(
contributor
)
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 267-289)
.
2006
Persistent link: https://www.econbiz.de/10003280223
Saved in:
8
Thrift stock returns and portfolio interest rate sensitivity
Lumpkin, Stephen A.
- In:
Journal of monetary economics
39
(
1997
)
2
,
pp. 341-357
Persistent link: https://www.econbiz.de/10001224474
Saved in:
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