How Do Banks and Households Manage Interest Rate Risk? Evidence from the Swiss Mortgage Market
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References listed on IDEAS
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More about this item
KeywordsFixed-Rate Mortgage (FRM); Adjustable-Rate Mortgage (ARM); fixation period; maturity mismatch; interest rate risk; credit risk; duration;
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2017-11-05 (Banking)
- NEP-EUR-2017-11-05 (Microeconomic European Issues)
- NEP-MAC-2017-11-05 (Macroeconomics)
- NEP-RMG-2017-11-05 (Risk Management)
- NEP-URE-2017-11-05 (Urban & Real Estate Economics)
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