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Banks, maturity transformation, and monetary policy

Paul, Pascal - In: Journal of financial intermediation 53 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014234581

The interest rate brake on Maturity transformation

Howden, David; Gabriel, Amadeus - In: Journal of economic issues : jei 49 (2015) 4, pp. 1100-1111

Persistent link: https://www.econbiz.de/10011573097

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

Banks' net interest income from maturity transformation and other interest income : communicating vessels?

Chaudron, Raymond F. D. D.; Haan, Leo de; Hoeberichts, Marco - In: Journal of financial services research 63 (2023) 1, pp. 35-62

Persistent link: https://www.econbiz.de/10014227678

The forward premium puzzle and latent factors day by day

Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010

Persistent link: https://www.econbiz.de/10003969493

Arbitragemöglichkeiten bei fixen Aktien- und Aktienindextermingeschäften : vertieft am Beispiel von DAX-Futures mit unterschiedlicher Laufzeit

Neumann, Kai - 1999

Der Autor analysiert die theoretische und empirische Preisbeziehung zwischen fixen Aktienindexterminkontrakten auf den gleichen Kontraktgegenstand (DAX) mit unterschiedlicher Fälligkeit. Die Untersuchung dieser Beziehung ist von der empirischen Kapitalmarktforschung bislang mit Hinweis auf die...

Persistent link: https://www.econbiz.de/10011401952

Government debt maturity and debt dynamics in euro area countries

Equiza-Goñi, Juan - In: Journal of macroeconomics 49 (2016), pp. 292-311

Persistent link: https://www.econbiz.de/10011707855

Is Maturity-Transformation Risk Priced into Bank Deposit Rates?

Fleckenstein, Matthias; Longstaff, Francis A. - National Bureau of Economic Research - 2024

We use the term structure of bank CD rates to examine whether maturity-transformation risk is priced into the rates … banks offer customers. We find that depositors pay a significant cost for the liquidity provided by bank deposits. This cost … is strongly related to the amount of maturity-transformation risk that these deposit accounts create. The cost is also …

Persistent link: https://www.econbiz.de/10014635687

Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states

Umar, Zaghum; Shahzad, Syed Jawad Hussain; Ferrer, Román; … - In: Applied economics 50 (2018) 42, pp. 4500-4521

Persistent link: https://www.econbiz.de/10012061195

Interest and credit risk management in German banks

Dräger, Vanessa; Heckmann, Lotta; Memmel, Christoph - In: German economic review : GER 22 (2021) 1, pp. 63-95

Persistent link: https://www.econbiz.de/10012507117