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Gap management: managing interest rate risk in banks and thrifts

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  • Alden L. Toevs
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    File URL: http://www.frbsf.org/publications/economics/review/1983/83-2_20-35.pdf
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    Bibliographic Info

    Article provided by Federal Reserve Bank of San Francisco in its journal Economic Review.

    Volume (Year): (1983)
    Issue (Month): Spr ()
    Pages: 20-35

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    Handle: RePEc:fip:fedfer:y:1983:i:spr:p:20-35

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    Related research

    Keywords: Bank profits ; Asset-liability management ; Interest rates ; Risk;

    References

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    1. Hopewell, Michael H & Kaufman, George G, 1973. "Bond Price Volatility and Term to Maturity: A Generalized Respecification," American Economic Review, American Economic Association, vol. 63(4), pages 749-53, September.
    2. Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
    3. Weil, Roman L, 1973. "Macaulay's Duration: An Appreciation," The Journal of Business, University of Chicago Press, vol. 46(4), pages 589-92, October.
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    Cited by:
    1. Ahmed, Anwer S. & Beatty, Anne & Bettinghaus, Bruce, 2004. "Evidence on the efficacy of interest-rate risk disclosures by commercial banks," The International Journal of Accounting, Elsevier, vol. 39(3), pages 223-251.
    2. Jin-Chuan, Duan & Moreau, Arthur F. & Sealey, C. W., 1995. "Deposit insurance and bank interest rate risk: Pricing and regulatory implications," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1091-1108, September.
    3. James Gilkeson & Sylvia Hudgins & Craig Ruff, 1997. "Testing the effectiveness of regulatory interest rate risk measurement," Journal of Economics and Finance, Springer, vol. 21(2), pages 27-37, June.

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