Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
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More about this item
KeywordsGerman financial institutions; Interest rate sensitivity; Term structure; Nelson–Siegel approach; G12; G21; G22;
- 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
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