Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 33 (2009)
Issue (Month): 1 (July)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
German financial institutions; Interest rate sensitivity; Term structure; Nelson–Siegel approach; G12; G21; G22;
Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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