Bank Attitude toward Risk, Implicit Rates of Interest, and the Behavior of an Index of Risk Aversion for Commercial Banks
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Bibliographic InfoArticle provided by MIT Press in its journal Quarterly Journal of Economics.
Volume (Year): 95 (1980)
Issue (Month): 2 (September)
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- 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.
- Yasuo Nishiyama, 2006. "The Asian Financial Crisis and Investors’ Risk Aversion," Asia-Pacific Financial Markets, Springer, vol. 13(3), pages 181-205, September.
- 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.
- 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.
- 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.
- Robert A. Ritz & Ansgar Walther, 2014. "How do banks respond to increased funding uncertainty?," Cambridge Working Papers in Economics 1414, Faculty of Economics, University of Cambridge.
- 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.
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