Interest Rate Risk of Banking Accounts: Measurement Using the VaR Framework
Download full text from publisher
More about this item
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ime:imemes:v:16:y:1998:i:1:p:1-34. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Kinken). General contact details of provider: http://edirc.repec.org/data/imegvjp.html .
We have no references for this item. You can help adding them by using this form .