Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System

SSRN Electronic Journal
doi 10.2139/ssrn.2132408
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Interest Rate Risk and the Stock Prices of Financial Institutions

1984English

Interest Rate Modeling for Risk Management: Market Price of Interest Rate Risk

Economics: Current and Future Developments (2nd Edition)
2018English

Equilibrium Interest Rate and Liquidity Premium With Transaction Costs

Economic Theory
EconomicsEconometrics
1999English

Interest Rate Shocks and Credit Risk

SSRN Electronic Journal
2009English

Interest Rate Capping and Financial Performance of Commercial Banks in Kenya

International Journal of Current Aspects
2019English

The Exchange Rate and Interest Rate Differential Relationship: Evidence From Two Financial Crises

SSRN Electronic Journal
2011English

An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book

Journal of Banking and Finance
EconomicsEconometricsFinance
2010English

Time-Varying Risk, Interest Rates and Exchange Rates in General Equilibrium

2005English

Cash Subadditive Risk Measures and Interest Rate Ambiguity

Mathematical Finance
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy