Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
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Volume (Year): 33 (2009)
Issue (Month): 1 (July)
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- Elijah Brewer & James M. Carson & Elyas Elyasiani & Iqbal Mansur & William L. Scott, 2007. "Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH-M Model," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 401-423.
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- Donald R. Fraser, 2002. "Sources of Bank Interest Rate Risk," The Financial Review, Eastern Finance Association, vol. 37(3), pages 351-367, 08. Full references (including those not matched with items on IDEAS)
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