Amanote Research
Register
Sign In
Interest Rate Shocks and Credit Risk
SSRN Electronic Journal
doi 10.2139/ssrn.1343500
Full Text
Open PDF
Abstract
Available in
full text
Date
January 1, 2009
Authors
Carlos González-Aguado
Javier Suarez
Publisher
Elsevier BV
Related search
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach
SSRN Electronic Journal
An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book
Journal of Banking and Finance
Economics
Econometrics
Finance
Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk
Economics: Current and Future Developments (2nd Edition)
Interest and Exchange Rate Shocks on the Capital Market Risk and Capital Mobility: Evidence From Four Asian Countries
International Business & Economics Research Journal (IBER)
Securitization and Credit Risk: Evidence From Retained Interest in Securitized Mortgages
SSRN Electronic Journal
Cash Subadditive Risk Measures and Interest Rate Ambiguity
Mathematical Finance
Finance
Applied Mathematics
Economics
Econometrics
Accounting
Social Sciences
Interest and Credit Risk Management in German Banks: Evidence From a Quantitative Survey
SSRN Electronic Journal
Interest Rate Risk, Term Spreads, and the Mortgage Contract Term
Interest Rate Risk and the Stock Prices of Financial Institutions