Bank Attitude toward Risk, Implicit Rates of Interest, and the Behavior of an Index of Risk Aversion for Commercial Banks
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by MIT Press in its journal Quarterly Journal of Economics.
Volume (Year): 95 (1980)
Issue (Month): 2 (September)
Contact details of provider:
Web page: http://mitpress.mit.edu/journals/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Yasuo Nishiyama, 2006. "The Asian Financial Crisis and Investors’ Risk Aversion," Asia-Pacific Financial Markets, Springer, vol. 13(3), pages 181-205, September.
- Gander, James P., 2013. "Integrating bank profit and risk-avoidance decisions for selected European countries: A micro–macro analysis," Economic Modelling, Elsevier, vol. 31(C), pages 717-722.
- Lafrance, Robert, 1983. "Évaluation de l’hypothèse de la moyenne-variance : une application au portefeuille des banques canadiennes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 59(1), pages 20-37, mars.
- Lafrance, R., 1982. "Evaluation de L'hypothese de la Moyenne-Variance: une Application au Portefeuille des Banques Canadiennes," Cahiers de recherche 8219, Universite de Montreal, Departement de sciences economiques.
- Nishiyama, Yasuo, 2011. "The term structure of CD rates and monetary policy transmission," Journal of Banking & Finance, Elsevier, vol. 35(1), pages 82-94, January.
- Robert A. Ritz, 2010. "How do banks respond to increased funding uncertainty?," Economics Series Working Papers 481, University of Oxford, Department of Economics.
- Ritz, R. A., 2012. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1213, Faculty of Economics, University of Cambridge.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Karie Kirkpatrick).
If references are entirely missing, you can add them using this form.