Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Markovych, Mariia"'
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
Publikováno v:
European Financial Management. 28:883-925
We investigate the interest rate risk exposures of euro area banks during times of crises and very low interest rates. First, we assess sensitivities of banks' stock prices to changes in the level, slope and curvature of the yield curve using the Bay
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::136617a6971254b0ed3109eba7a682c1
https://doi.org/10.1111/eufm.12377
https://doi.org/10.1111/eufm.12377
Euro area banks' interest rate risk exposure to level, slope and curvature swings in the yield curve
This paper investigates interest rate risk exposures of listed euro area banks which fall under the Single Supervisory Mechanism (SSM). We analyze the period 2005 to 2014, as it includes times of very low interest rates in which banks may have pursue
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::823c90779307ff1fb4c3ae15cfb6d932
https://hdl.handle.net/10419/168340
https://hdl.handle.net/10419/168340
