Managing interest-rate risk in banking institutions

被引：0

作者：

机构：

[1] Booth, G.Geoffrey

[2] Bessler, Wolfgang

[3] Foote, William G.

来源：

Booth, G.Geoffrey | 1600年 / 41期

关键词：

Management Science;

D O I：

暂无

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学科分类号：

摘要：

引用

共 50 条

[31] HEDGING INTEREST-RATE RISK UNDER TERM STRUCTURE EFFECTS - AN APPLICATION TO FINANCIAL INSTITUTIONS
HILLIARD, JE
JORDAN, SD
JOURNAL OF FINANCIAL RESEARCH, 1992, 15 (04) : 355 - 368
[32] THE MANAGEMENT OF INTEREST-RATE RISK - COMMENT
CLAYTON, RJ
NAVRATIL, FJ
JOURNAL OF PORTFOLIO MANAGEMENT, 1985, 11 (04): : 64 - 66
[33] MARX ON THE BANKING SECTOR AND THE INTEREST-RATE - SOME NOTES FOR A DISCUSSION
PANICO, C
SCIENCE & SOCIETY, 1988, 52 (03) : 310 - 325
[34] DISEQUILIBRIUM EFFECTS OF INTEREST-RATE CONTROLS IN A MONOPOLISTIC BANKING SYSTEM
KOSKELA, E
SCANDINAVIAN JOURNAL OF ECONOMICS, 1979, 81 (01): : 1 - 17
[35] AN OPTIONS-BASED, EFFECTIVE DURATION MODEL FOR INTEREST-RATE RISK MANAGEMENT IN THE BANKING INDUSTRY
SPAHR, RW
LUYTJES, JE
KALE, N
PROCEEDINGS OF THE TWENTIETH ANNUAL MEETING OF THE WESTERN DECISION SCIENCE INSTITUTE, LIHUE, KAUAI, HAWAII, MARCH 19-22, 1991, 1991, : 211 - 213
[36] INTEREST-RATE STRUCTURE AND THE CREDIT RISK OF SWAPS
SIMONS, K
NEW ENGLAND ECONOMIC REVIEW, 1993, : 23 - 34
[37] INTEREST-RATE RISK AND TERM STRUCTURE OF INTEREST RATES - REPLY
VANHORNE, JC
JOURNAL OF POLITICAL ECONOMY, 1966, 74 (06) : 632 - 634
[38] INTEREST-RATE RISK AND THE TERM STRUCTURE OF INTEREST-RATES
VANHORNE, J
JOURNAL OF POLITICAL ECONOMY, 1965, 73 (04) : 344 - 351
[39] INTEREST-RATE RISK AND TERM STRUCTURE OF INTEREST RATES - COMMENT
ROLL, R
JOURNAL OF POLITICAL ECONOMY, 1966, 74 (06) : 629 - 631
[40] HEDGING INTEREST-RATE RISK ON VARIABLE-RATE DEBT
ABBASI, RA
REAL ESTATE REVIEW, 1993, 23 (03): : 44 - 49

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