Banks ́exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structureChristoph MemmelUitverkocht4,3Volgen
How correlated are changes in banks' net interest income and in their present value?Christoph MemmelUitverkocht4,3Volgen
What drives the short-term fluctuations of banks' exposure to interest rate risk?Christoph MemmelUitverkocht4,3Volgen