Log in

Relevant bibliographies by topics / Interest rate risk

Contents

Journal articles
Dissertations / Theses
Books
Book chapters
Conference papers
Reports

Academic literature on the topic 'Interest rate risk'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Interest rate risk.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Interest rate risk"

1

Pepic, Marina. "Managing interest rate risk with interest rate futures." Ekonomika preduzeca 62, no. 3-4 (2014): 201–9. http://dx.doi.org/10.5937/ekopre1404201p.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Ang, Andrew, and Michael Sherris. "Interest Rate Risk Management." North American Actuarial Journal 1, no. 2 (1997): 1–26. http://dx.doi.org/10.1080/10920277.1997.10595601.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

C. Prabhavathi, C. Prabhavathi. "Impact of Interest Rate Risk In Banking System." Indian Journal of Applied Research 3, no. 6 (2011): 314–16. http://dx.doi.org/10.15373/2249555x/june2013/105.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Sabovic, Serif. "Management of interest rate risk." Ekonomski signali 9, no. 1 (2014): 35–53. http://dx.doi.org/10.5937/ekonsig1401035s.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Hoffmann, Peter, Sam Langfield, Federico Pierobon, and Guillaume Vuillemey. "Who Bears Interest Rate Risk?" Review of Financial Studies 32, no. 8 (2018): 2921–54. http://dx.doi.org/10.1093/rfs/hhy113.

Full text

Abstract:

Abstract We study the allocation of interest rate risk within the European banking sector using novel data. Banks’ exposure to interest rate risk is small on aggregate, but heterogeneous in the cross-section. Contrary to conventional wisdom, net worth is increasing in interest rates for approximately half of the institutions in our sample. Cross-sectional variation in banks’ exposures is driven by cross-country differences in loan-rate fixation conventions for mortgages. Banks use derivatives to partially hedge on-balance-sheet exposures. Residual exposures imply that changes in interest rates

APA, Harvard, Vancouver, ISO, and other styles

6

Van Hemert, Otto. "Household Interest Rate Risk Management." Real Estate Economics 38, no. 3 (2010): 467–505. http://dx.doi.org/10.1111/j.1540-6229.2010.00274.x.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Ho, Thomas S. Y. "Managing Interest Rate Volatility Risk." Journal of Fixed Income 17, no. 3 (2007): 6–17. http://dx.doi.org/10.3905/jfi.2007.700216.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Ehrhardt, Michael C. "Diversification and Interest Rate Risk." Journal of Business Finance & Accounting 18, no. 1 (1991): 43–59. http://dx.doi.org/10.1111/j.1468-5957.1991.tb00578.x.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Almeida, Caio, and José Vicente. "Are interest rate options important for the assessment of interest rate risk?" Journal of Banking & Finance 33, no. 8 (2009): 1376–87. http://dx.doi.org/10.1016/j.jbankfin.2009.02.003.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Bierwag, Gerald O. "Duration and Interest Rate Risk for a Binomial Interest Rate Stochastic Process." Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration 17, no. 2 (2009): 115–25. http://dx.doi.org/10.1111/j.1936-4490.2000.tb00213.x.

Full text

APA, Harvard, Vancouver, ISO, and other styles

More sources

Dissertations / Theses on the topic "Interest rate risk"

1

Jackson, Alexander. "Interest rate and credit risk modelling." Thesis, University of Oxford, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.400043.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Zagonov, Maxim. "Financial intermediation and interest rate risk." Thesis, City University London, 2011. http://openaccess.city.ac.uk/1189/.

Full text

Abstract:

This thesis analyses the link between interest rate risk faced by financial intermediaries in the G-10 countries, their balance sheet composition and national bank regulation. The regulatory authorities both in the US and in Europe increasingly emphasise the issue of bank interest rate exposure. The importance of this topic is also reasserted by recent developments in the monetary environment. The thesis offers three major contributions to the area. First, it empirically investigates the interest rate risk exposure of financial intermediaries across a large international data sample over the 1

APA, Harvard, Vancouver, ISO, and other styles

3

Kladívko, Kamil. "Interest Rate Modeling." Doctoral thesis, Vysoká škola ekonomická v Praze, 2005. http://www.nusl.cz/ntk/nusl-96400.

Full text

Abstract:

I study, develop and implement selected interest rate models. I begin with a simple categorization of interest rate models and with an explanation why interest rate models are useful. I explain and discuss the notion of arbitrage. I use Oldrich Vasicek's seminal model (Vasicek; 1977) to develop the idea of no-arbitrage term structure modeling. I introduce both the partial di erential equation and the risk-neutral approach to zero-coupon bond pricing. I briefly comment on affine term structure models, a general equilibrium term structure model, and HJM framework. I present the Czech Treasury yi

APA, Harvard, Vancouver, ISO, and other styles

4

Iqbal, Adam Saeed. "Dynamic interest rate and credit risk models." Thesis, Imperial College London, 2011. http://hdl.handle.net/10044/1/6851.

Full text

Abstract:

This thesis studies the pricing of Treasury bonds, the pricing of corporate bonds and the modelling of portfolios of defaultable debt. By drawing on the related literature, Chapter 1 provides economic background and motivation for the study of each of these topics. Chapter 2 studies the use of Gaussian affine dynamic term structure models (GDTSMs) for forming forecasts of Treasury yields and conditional decompositions of the yield curve into expectation and risk premium components. Specifically, it proposes market prices of risk that can generate bond price time series that are consistent with

APA, Harvard, Vancouver, ISO, and other styles

5

Dozzi, Anna <1993&gt. "Prosper: Interest Rate and Credit Risk Analysis." Master's Degree Thesis, Università Ca' Foscari Venezia, 2019. http://hdl.handle.net/10579/14422.

Full text

Abstract:

The technological development of recent years has allowed a revolution in the financial sector with the introduction of new financing methods including Peer to Peer Lending. In this study it will be discussed the business model of Prosper, which is a Peer to Peer Lending platform that aims to facilitate the connection between borrowers and creditors by implementing the disintermediation process. To get a general idea of the theme that will be discussed later, the most discussed topics in recent literature regarding P2P platforms have been reported. In particular, it will be analysed the topics

APA, Harvard, Vancouver, ISO, and other styles

6

Chui, Hiu-fai Sam. "Evaluation of measures taken by financial institutes under the interest rate swing caused by the currency attack /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B19882117.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Berg, Simon, and Victor Elfström. "IRRBB in a Low Interest Rate Environment." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-273589.

Full text

Abstract:

Financial institutions are exposed to several different types of risk. One of the risks that can have a significant impact is the interest rate risk in the bank book (IRRBB). In 2018, the European Banking Authority (EBA) released a regulation on IRRBB to ensure that institutions make adequate risk calculations. This article proposes an IRRBB model that follows EBA's regulations. Among other things, this framework contains a deterministic stress test of the risk-free yield curve, in addition to this, two different types of stochastic stress tests of the yield curve were made. The results show t

APA, Harvard, Vancouver, ISO, and other styles

8

Hegre, Håvard. "Interest rate modeling with applications to counterparty risk." Thesis, Norwegian University of Science and Technology, Department of Mathematical Sciences, 2006. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9470.

Full text

Abstract:

<p>This thesis studies the estimation of credit exposure arising from a portfolio of interest rate derivatives. The estimation is performed using a Monte Carlo simulation. The results are compared to the exposure obtained under the current exposure method provided by the Bank for International Settlements (BIS). We show that the simulation method provides a much richer set of information for credit risk managers. Also, depending on the current exposure and the nature of the transactions, the BIS method can fail to account for potential exposure. All test portfolios benefit significantly from a

APA, Harvard, Vancouver, ISO, and other styles

9

Nguyen, Hai Nam. "Contributions to credit risk and interest rate modeling." Thesis, Evry-Val d'Essonne, 2014. http://www.theses.fr/2013EVRY0038.

Full text

Abstract:

Cette thèse traite de plusieurs sujets en mathématiques financières: risque de crédit, optimisation de portefeuille et modélisation des taux d’intérêts. Le chapitre 1 consiste en trois études dans le domaine du risque de crédit. La plus innovante est la première dans laquel nous construisons un modèle tel que la propriété d’immersion n’est vérifiée sous aucune mesure martingale équivalente. Le chapitre 2 étudie le problème de maximisation de la somme d’une utilité de la richesse terminale et d’une utilité de la consommation. Le chapitre 3 étudie l’évaluation des produits dérivés de taux d’inté

APA, Harvard, Vancouver, ISO, and other styles

10

Klaassen, Pieter. "Stochastic programming models for interest-rate risk management." Thesis, Massachusetts Institute of Technology, 1994. http://hdl.handle.net/1721.1/11913.

Full text

APA, Harvard, Vancouver, ISO, and other styles

More sources

Books on the topic "Interest rate risk"

1

Damian, Kissane, ed. Interest rate risk management. Eurostudy, 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

2

Matz, Leonard M. Interest rate risk management. Sheshunoff, 2006.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

3

Nawalkha, Sanjay K. Interest Rate Risk Modeling. John Wiley & Sons, Ltd., 2005.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

4

M, Gardener Edward P., and University College of North Wales. Institute of European Finance., eds. Interest rate risk and banks. Institute of European Finance, University College of North Wales, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

5

M, Gardener Edward P., and University College of North Wales. Institute of European Finance., eds. Interest rate risk and banks. Institute of European Finance, University College of North Wales, 1987.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

6

Boris, Antl, ed. Management of interest rate risk. Euromoney, 1988.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

7

Boris, Antl, ed. Management of interest rate risk. Euromoney Publications, 1990.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

8

Myers, Cliff. Interest rate risk policy and control. Sendero Corp., 1989.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

9

Hanweck, Gerald A. Interest rate volatility: Understanding, analyzing, and managing interest rate risk and risk-based capital. Irwin Professional Pub., 1996.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

10

Brooks, Robert Edwin. Interest rate modeling and the risk premiums in interest rate swaps. Research Foundation of the Institute of Chartered Financial Analysts, 1997.

Find full text

APA, Harvard, Vancouver, ISO, and other styles

More sources

Book chapters on the topic "Interest rate risk"

1

García, Francisco Javier Población. "Interest Rate Risk." In Financial Risk Management. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-41366-2_5.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Willsher, Richard. "Interest Rate Risk." In Export Finance. Palgrave Macmillan UK, 1995. http://dx.doi.org/10.1007/978-1-349-13980-4_17.

Full text

APA, Harvard, Vancouver, ISO, and other styles

3

Bilan, Andrada, Hans Degryse, Kuchulain O’Flynn, and Steven Ongena. "Interest Rate Risk." In Banking and Financial Markets. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-26844-2_3.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Bingham, Nicholas H., and Rüdiger Kiesel. "Interest Rate Theory." In Risk-Neutral Valuation. Springer London, 1998. http://dx.doi.org/10.1007/978-1-4471-3619-4_8.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Bingham, Nicholas H., and Rüdiger Kiesel. "Interest Rate Theory." In Risk-Neutral Valuation. Springer London, 2004. http://dx.doi.org/10.1007/978-1-4471-3856-3_8.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Zagst, Rudi. "Risk Measures." In Interest-Rate Management. Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-662-12106-1_6.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Zagst, Rudi. "Risk Management." In Interest-Rate Management. Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-662-12106-1_7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

8

Chen, Lin. "Managing Interest Rate Risk." In Lecture Notes in Economics and Mathematical Systems. Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-46825-4_7.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Bascom, Wilbert O. "Managing Interest Rate Risk." In The Economics of Financial Reform in Developing Countries. Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-23372-4_9.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Sherris, Michael. "Interest rate risk analysis." In Money and Capital Markets, 2nd ed. Routledge, 2023. http://dx.doi.org/10.4324/9781003416517-5.

Full text

APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Interest rate risk"

1

Sosin, K. A., and P. R. Roberge. "Development of an Expert System for the Evaluation of Cost Risk Benefits of Corrosion Preventive Measures." In CORROSION 1992. NACE International, 1992. https://doi.org/10.5006/c1992-92266.

Full text

Abstract:

Abstract Various models have been developed to computerize life cycle cost calculations. All data relevant to the economy of systems considered can be included in these models: cost for shutdown, for repair or maintenance and other costs associated with financial parameters such as interest rate, rate of return. Many of these costs are interrelated and difficult to extract from general costs. This paper presents the lazy man approach to solve intricate problems by considering the integration of existing commercial software packages with an open-ended expert system engine.

APA, Harvard, Vancouver, ISO, and other styles

2

Deffo Ayagou, Martien Duvall, Cécile Millet, Daniela Garcia, Guillaume Neel, and Harold Evin. "Fast Screening of Sulfide Stress Corrosion Resistance of Supermartensitic Stainless Steel through Alternative Test Methods." In CORROSION 2020. NACE International, 2020. https://doi.org/10.5006/c2020-14577.

Full text

Abstract:

Abstract In order to meet growing energy demand, oil and gas industries are facing many challenges, including the exploitation of increasingly deep fields with high pressure and high temperature in sour environments containing CO2 and H2S. Operators must carefully select materials that are resistant to these aggressive environments. The main risk associated with the use of martensitic stainless steels is the risk of sulfide stress cracking under well shut-in conditions. The aim of this study is to evaluate the performance of supermartensitic stainless steels (13Cr-5Ni-2Mo) based on NACE TM-017

APA, Harvard, Vancouver, ISO, and other styles

3

Krishnan, Karthik, Shashwat Shukla, and Arpana Verma. "Evaluation of Hydrogen Embrittlement Resistance of 41XX Cr-Mo Steels, 13Cr Stainless Steel in High Pressure Hydrogen Environment." In CONFERENCE 2023. AMPP, 2023. https://doi.org/10.5006/c2023-18971.

Full text

Abstract:

Abstract Underground well storage of Hydrogen gas (H2) under higher pressure than what ambient storage allows is becoming an increasing area of interest. This enables large scale storage of Hydrogen that can be a potential input to various industries and applications on demand similar to natural gas. Currently, there is vast experience in the industry with underground well storage of natural gas. While quite a few aspects of well construction can be common between storage of natural gas and hydrogen; there are significant other challenges with regards to storage of hydrogen gas compared to nat

APA, Harvard, Vancouver, ISO, and other styles

4

Aires, Jeremy, Shannah Withrow-Maser, and Nicholas Peters. "Utilizing Advanced Air Mobility Rotorcraft Tools for Wildfire Applications." In Vertical Flight Society 80th Annual Forum & Technology Display. The Vertical Flight Society, 2024. http://dx.doi.org/10.4050/f-0080-2024-1079.

Full text

Abstract:

Over the past decade, due in large part to heavy investment in the field of Advanced Air Mobility (AAM), significant progress in rotorcraft-focused modeling tools has been made. Such progress has notably increased AAM rotorcraft modeling capabilities in the topics of conceptual design, preliminary design, and more recently flight dynamics. Yet, due to recent and persistent increases in extreme weather events, an emerging interest has been raised in utilizing such modeling capabilities for aiding in emergency relief efforts and other public good missions. This paper uses wildfire fighting as a

APA, Harvard, Vancouver, ISO, and other styles

5

Zhou, Yun, and Xiaosong Zheng. "A Study of Commercial Banks Interest Rate Risk Management under Interest Rates Liberalization." In International Conference on Transformations and Innovations in Management (ictim-17). Atlantis Press, 2017. http://dx.doi.org/10.2991/ictim-17.2017.70.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Cui, Wei, Min Dai, Steven Kou, Yaquan Zhang, Chengxi Zhang, and Xianhao Zhu. "Interest Rate Swap Valuation in the Chinese Market." In Innovations in Insurance, Risk- and Asset Management. WORLD SCIENTIFIC, 2018. http://dx.doi.org/10.1142/9789813272569_0013.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Stádník, Bohumil. "IMPROVING THE QUANTIFICATION OF INTEREST RATE RISK." In 12th International Scientific Conference „Business and Management 2022“. Vilnius Gediminas Technical University, 2022. http://dx.doi.org/10.3846/bm.2022.762.

Full text

Abstract:

The value of Macaulay duration, probably the most widely used quantification method for measuring interest rate sensitivity of bonds, could roughly be financially interpreted as a percentage change of the bond price if the paral-lel shift of the interest rate equals 1 percentage point along the entire zero-coupon curve and the initial bond price is equal to 100%. The main problem of its practical application lies in the fact that parallel curve shift is a very rare case, and we are more often concerned with predicting short-term rate shifts and considering their consequences for the rest of th

APA, Harvard, Vancouver, ISO, and other styles

8

Yu, Yue, and Liu Lan. "The Impact of Interest Rate Marketization on the Interest Rate Risk of Commercial Banks." In 2019 3rd International Conference on Data Science and Business Analytics (ICDSBA). IEEE, 2019. http://dx.doi.org/10.1109/icdsba48748.2019.00045.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

He, Haixia. "Interest Rate Risk Management of Commercial Bank under the Background of Interest Rate Liberalization." In 2015 International Conference on Economics, Management, Law and Education. Atlantis Press, 2015. http://dx.doi.org/10.2991/emle-15.2015.70.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Huo, Yunlei. "Risk Management of the Bank Interest Rates under the Background of Interest Rate Marketization." In 4th International Conference on Management Science, Education Technology, Arts, Social Science and Economics 2016. Atlantis Press, 2016. http://dx.doi.org/10.2991/msetasse-16.2016.215.

Full text

APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Interest rate risk"

1

DeMarzo, Peter, Arvind Krishnamurthy, and Stefan Nagel. Interest Rate Risk in Banking. National Bureau of Economic Research, 2024. https://doi.org/10.3386/w33308.

Full text

APA, Harvard, Vancouver, ISO, and other styles

2

Rosenberger, Grant E., and Peter Zimmerman. Interest Rate Risk at US Credit Unions. Federal Reserve Bank of Cleveland, 2024. http://dx.doi.org/10.26509/frbc-wp-202403.

Full text

Abstract:

Rising interest rates have prompted concerns about losses on bank assets, especially following the failure of Silicon Valley Bank (SVB) in March 2023. In this working paper, we examine whether US credit unions could be subject to similar losses as banks and analyze how their regulatory capital would be affected. We estimate that after realizing losses from assets that have decreased in value and not yet been sold the overall net worth of the credit union industry would have fallen by 40 percent in 2023:Q1. Unrealized losses were most severe at the largest credit unions. Nonetheless, the bulk o

APA, Harvard, Vancouver, ISO, and other styles

3

Johri, Alok, Shahed Khan, and César Sosa-Padilla. Interest Rate Uncertainty and Sovereign Default Risk. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w27639.

Full text

APA, Harvard, Vancouver, ISO, and other styles

4

Carpenter, Jennifer, Fangzhou Lu, and Robert Whitelaw. The Price and Quantity of Interest Rate Risk. National Bureau of Economic Research, 2021. http://dx.doi.org/10.3386/w28444.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Engel, Charles. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w17116.

Full text

APA, Harvard, Vancouver, ISO, and other styles

6

Drechsler, Itamar, Alexi Savov, and Philipp Schnabl. Banking on Deposits: Maturity Transformation without Interest Rate Risk. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24582.

Full text

APA, Harvard, Vancouver, ISO, and other styles

7

Ayres, João, and Radoslaw Paluszynski. Rollover and Interest-Rate Risks in Self-Fulfilling Debt Models. Inter-American Development Bank, 2023. http://dx.doi.org/10.18235/0005361.

Full text

Abstract:

This paper proposes a model of sovereign default that features interest rate multiplicity driven by rollover risk. Our core mechanism shows that the possibility of a rollover crisis by itself can lead to high interest rates, which in turn reinforces the rollover risk. By exploiting complementarity between the traditional notions of slow- and fast-moving crises, our model generates a rich simulated dynamics that features frequent defaults and a volatile bond spread even in the absence of shocks to fundamentals. In the presence of risky income, our mechanism amplifies the dynamics of debt and sp

APA, Harvard, Vancouver, ISO, and other styles

8

Fritsch, Nicholas. Tail Sensitivity of US Bank Net Interest Margins: A Bayesian Penalized Quantile Regression Approach. Federal Reserve Bank of Cleveland, 2025. https://doi.org/10.26509/frbc-wp-202509.

Full text

Abstract:

Bank net interest margins (NIM) have been historically stable in the US on average, but this stability deteriorated in the post-2020 period, particularly in the tails of the distribution. Recent literature disagrees on the extent to which banks hedge interest rate risk, and past literature shows that credit risk and persistence are also important considerations for bank NIM. I use a novel approach to Bayesian dynamic panel quantile regression to document heterogeneity in US bank NIM estimated sensitivities to interest rates, credit risk, and own persistence. I find increased sensitivity to int

APA, Harvard, Vancouver, ISO, and other styles

9

Landier, Augustin, David Sraer, and David Thesmar. Banks' Exposure to Interest Rate Risk and The Transmission of Monetary Policy. National Bureau of Economic Research, 2013. http://dx.doi.org/10.3386/w18857.

Full text

APA, Harvard, Vancouver, ISO, and other styles

10

Belongia, Michael T., and Mack Ott. The U. S. Monetary Policy Regime, Interest Differentials and Dollar Exchange Rate Risk Premia. Federal Reserve Bank of St. Louis, 1987. http://dx.doi.org/10.20955/wp.1987.009.

Full text

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!