Works matching DE "INTEREST rate risk"

Results: 915

CENTRALIZATION OF FOREIGN EXCHANGE RISKS UNDER IAS: PROBLEMS OF NETTING FOREIGN EXCHANGE RISKS AT THE LEVEL OF TREASURY CENTRES.

Published in:

Treasury Affairs, 2005, v. 1, n. 3, p. 17

By:

Masquelier, François

Publication type:

Article

THE MANAGEMENT OF INFLATION RATE, INTEREST RATE AND FOREIGN EXCHANGE RATE RISKS: A BUSINESS EXECUTIVE OUTLOOK.

Published in:

Corporate Ownership & Control, 2007, v. 4, n. 3, p. 64

By:

Mostert, F. J.;
Mostert, J. H.

Publication type:

Article

The Financing of the Nationalized Industries: Note on the Report of the Treasury and Civil Service Committee.

Published in:

Public Administration, 1981, v. 59, n. 4, p. 466, doi. 10.1111/j.1467-9299.1981.tb00454.x

By:

Garner, M. R.

Publication type:

Article

TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE.

Published in:

Manchester School (1463-6786), 2009, v. 77, n. 1, p. 112, doi. 10.1111/j.1467-9957.2008.02090.x

By:

CAMARERO, MARIAM;
CARRION-I-SILVESTRE, JOSEP LLUIS;
TAMARIT, CECILIO

Publication type:

Article

Does Interest Rate Volatility Affect the US M1 Demand Function? Evidence From Cointegration.

Published in:

Manchester School (1463-6786), 1999, v. 67, n. 6, p. 621, doi. 10.1111/1467-9957.00172

By:

Choudhry, Taufiq

Publication type:

Article

CONDITIONS FOR THE EXISTENCE OF PLANNING HORIZONS.

Published in:

Mathematics of Operations Research, 1984, v. 9, n. 3, p. 391, doi. 10.1287/moor.9.3.391

By:

Bean, James C.;
Smith, Robert L.

Publication type:

Article

The Asymmetric Effects of Official Interest Rate Changes on China’s Stock Market During Different Market Regimes.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, n. 4, p. 826, doi. 10.1080/1540496X.2015.1047305

By:

Lv, Xin;
Dong, Weijia;
Fang, Fang

Publication type:

Article

Asian Options with Credit Risks: Pricing and Sensitivity Analysis.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 96, doi. 10.2753/REE1540-496X4805S306

By:

Tsao, Chueh-Yung;
Liu, Chao-Ching

Publication type:

Article

Time-Varying Effects of Changes in the Interest Rate and the RMB Exchange Rate on the Stock Market of China: Evidence from the Long-Memory TVP-VAR Model.

Published in:

Emerging Markets Finance & Trade, 2012, v. 48, p. 230, doi. 10.2753/REE1540-496X48S213

By:

Cao, Guangxi

Publication type:

Article

Real Sector Shocks and Monetary Policy Responses in a Financially Vulnerable Emerging Economy.

Published in:

Emerging Markets Finance & Trade, 2008, v. 44, n. 3, p. 21, doi. 10.2753/REE1540-496X440302

By:

Rajan, Ramkishen S.;
Parulkar, Makarand

Publication type:

Article

Macroeconomic Variables and the Housing Market in Turkey.

Published in:

Emerging Markets Finance & Trade, 2007, v. 43, n. 5, p. 5, doi. 10.2753/REE1540-496X430501

By:

Sari, Ramazan;
Ewing, Bradley T.;
Aydin, Bahadir

Publication type:

Article

تحليل تطورات تداول المشتقات في الأسواق المنظمة وغير المنظمة للفترة (2013-2019).

Published in:

Economic & Managerial Researshes, 2022, v. 16, n. 2, p. 193

By:

سهام شاوش اخوان

Publication type:

Article

أثر المخاطر المصرفية على درجة الأمان المصرفي وفق لجنة بازل : دراسة حالة البنوك التجارية الجزائرية خلال الفترة ( 2007-2017).

Published in:

Economic & Managerial Researshes, 2021, v. 15, n. 3, p. 169

By:

جهرة شنافة;
صورية عاشورى

Publication type:

Article

The impact of macroeconomic factors on the level of deposits in the banking sector, an empirical analysis in the Western Balkan countries.

Published in:

Journal of Accounting, Finance & Auditing Studies, 2019, v. 5, n. 3, p. 16, doi. 10.32602/jafas.2019.28

By:

Morina, Fisnik;
Osmani, Rufi

Publication type:

Article

Core and Satellite Portfolio Structure: Investment and Tax Considerations.

Published in:

Journal of Wealth Management, 2005, v. 8, n. 1, p. 14, doi. 10.3905/jwm.2005.502662

By:

Mulvihill, Donald

Publication type:

Article

Improving competition in the non-tradable goods and labour markets: the Portuguese case.

Published in:

Portuguese Economic Journal, 2010, v. 9, n. 3, p. 163, doi. 10.1007/s10258-010-0062-8

By:

Almeida, Vanda;
Castro, Gabriela;
Félix, Ricardo

Publication type:

Article

БАНКІВСЬКІ РИЗИКИ В УКРАЇНІ В УМОВАХ СТРАТЕГІЧНОЇ НЕВИЗНАЧЕНОСТІ РОЗВИТКУ НАЦІОНАЛЬНОЇ ЕКОНОМІКИ

Published in:

Institute of Accounting, Control & Analysis in the Globalization Circumstances / Ìnstitut Buhgaltersʹkogo Oblìku, Kontrolʹ ta Analìz v Umovah Globalìzacìï, 2020, n. 2, p. 102, doi. 10.35774/ibo2020.02.102

By:

Галина, Забчук;
Ольга, Іващук

Publication type:

Article

GOVERNMENT SHUTDOWN: A TEST OF MARKET EFFICIENCY.

Published in:

Journal of Business & Behavioral Sciences, 2015, v. 27, n. 2, p. 71

By:

Woodard, Jessica H.;
Bacon, Frank W.

Publication type:

Article

How Have Banks Been Managing the Composition of High-Quality Liquid Assets?

Published in:

Review (00149187), 2019, v. 101, n. 3, p. 177, doi. 10.20955/r.101.177-201

By:

Ihrig, Jane;
Kim, Edward;
Vojtech, Cindy M.;
Weinbach, Gretchen C.

Publication type:

Article

Continuous-time mean-variance asset-liability management with stochastic interest rates and inflation risks.

Published in:

Journal of Industrial & Management Optimization, 2020, v. 16, n. 2, p. 813, doi. 10.3934/jimo.2018180

By:

Zhu, Huai-Nian;
Zhang, Cheng-Ke;
Jin, Zhuo

Publication type:

Article

Floating Rate Securities and Immunization: Some Further Results.

Published in:

Journal of Financial & Quantitative Analysis, 1986, v. 21, n. 1, p. 87, doi. 10.2307/2330993

By:

Morgan, George Emir

Publication type:

Article

Fixed Rate Loan Commitments, Take-Down Risk and the Dynamics of Hedging with Futures.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 4, p. 499, doi. 10.2307/2330944

By:

Ho, Thomas S.Y.;
Saunders, Anthony

Publication type:

Article

A Canonical Correlation Analysis of Commercial Bank Asset/Liability Structures.

Published in:

Journal of Financial & Quantitative Analysis, 1983, v. 18, n. 1, p. 125, doi. 10.2307/2330808

By:

Simonson, Donald G.;
Stowe, John D.;
Watson, Collin J.

Publication type:

Article

THE SYSTEMATIC RISK OF CORPORATE BONDS.

Published in:

Journal of Financial & Quantitative Analysis, 1981, v. 16, n. 3, p. 257, doi. 10.2307/2330238

By:

Weinstein, Mark

Publication type:

Article

THE ALLOCATION OF RISK: SOME IMPLICATIONS OF FIXED VERSUS INDEX-LINKED MORTGAGES.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 2, p. 457, doi. 10.2307/2330359

By:

Baesel, Jerome B.;
Biger, Nahum

Publication type:

Article

THE TERM OF A RISK-FREE SECURITY.

Published in:

Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 1, p. 41, doi. 10.2307/2979018

By:

Haugen, Robert A.;
Wichern, Dean W.

Publication type:

Article

INTEREST RATE RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 4, p. 719, doi. 10.2307/2330476

By:

Craine, Roger N.;
Pierce, James L.

Publication type:

Article

DURATION AND SERCURITY RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 4, p. 653, doi. 10.2307/2330470

By:

Lanstein, Ronald;
Sharpe, William F.

Publication type:

Article

DURATION FORTY YEARS LATER.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 4, p. 627, doi. 10.2307/2330468

By:

Ingersoll Jr., Jonathan E.;
Skelton, Jeffrey;
Weil, Roman L.

Publication type:

Article

A NOTE ON BOND RISK DIFFERENTIAL.

Published in:

Journal of Financial & Quantitative Analysis, 1978, v. 13, n. 3, p. 573, doi. 10.2307/2330162

By:

Tezel, Ahmet

Publication type:

Article

A THEORY OF THE TERM STRUCTURE OF INTEREST RATES AND THE VALUATION OF INTEREST-DEPENDENT CLAIMS.

Published in:

1977

By:

Cox, John C.;
Ingersoll Jr., Jonathan E.;
Ross, Stephen A.

Publication type:

Abstract

A TEST OF STONE'S TWO-INDEX MODEL OF RETURNS.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 363, doi. 10.2307/2330540

By:

Lloyd, William P.;
Shick, Richard A.

Publication type:

Article

INTEREST RATE SENSITIVITY AND PORTFOLIO RISK.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 2, p. 181, doi. 10.2307/2330429

By:

Martin, John D.;
Keown, Arthur J.

Publication type:

Article

A QUANTITATIVE YIELD CURVE MODEL FOR ESTIMATING THE TERM STRUCTURE OF INTEREST RATES.

Published in:

Journal of Financial & Quantitative Analysis, 1976, v. 11, n. 1, p. 87, doi. 10.2307/2330231

By:

Echols, Michael E.;
Elliott, Jan Walter

Publication type:

Article

REPLY: 'SAFETY FIRST -- AN EXPECTED UTILITY PRINCIPLE'.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 6, p. 1063, doi. 10.2307/2329737

By:

Levy, Haim;
Sarnat, Marshall

Publication type:

Article

COMMENT: THE EFFECTS OF INTEREST-RATE RISK ON LIQUIDITY PREMIUMS: AN EMPIRICAL INVESTIGATION.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 5, p. 911, doi. 10.2307/2329693

By:

Zwick, Burton

Publication type:

Article

THE EFFECT OF INTEREST-RATE RISK ON LIQUIDITY PREMIUMS: AN EMPIRICAL INVESTIGATION.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 5, p. 901, doi. 10.2307/2329692

By:

Olsens, Robert A.

Publication type:

Article

COMMENT: SYSTEMATIC INTEREST-RATE RISK IN A TWO-INDEX MODEL OF RETURNS.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 5, p. 723, doi. 10.2307/2329657

By:

Korkie, Bob M.

Publication type:

Article

SYSTEMATIC INTEREST-RATE RISK IN A TWO-INDEX MODEL OF RETURNS.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 5, p. 709, doi. 10.2307/2329656

By:

Stone, Bernell K.

Publication type:

Article

Selecting Bonds for Capital Gains.

Published in:

Financial Analysts Journal, 1971, v. 27, n. 2, p. 74, doi. 10.2469/faj.v27.n2.74

By:

Ascher, Leonard W.

Publication type:

Article

OUTLOOK FOR INTEREST RATES.

Published in:

Financial Analysts Journal, 1969, v. 25, n. 1, p. 39, doi. 10.2469/faj.v25.n1.39

By:

O'Leary, James J.

Publication type:

Article

Asset Pricing Model (CAPM) In Emerging Markets: Evidence in Brics Nations and Comparisons with Other G20.

Published in:

Future Studies Research Journal: Trends & Strategies, 2019, v. 11, n. 2, p. 162, doi. 10.24023/futurejournal/2175-5825/2019.v11i2.360

By:

Rezende, Cláudio Francisco;
Pereira, Vinícius Silva;
Penedo, Antonio Sergio Torres

Publication type:

Article

Russian Reform Revisited.

Published in:

Challenge (05775132), 1994, v. 37, n. 4, p. 57, doi. 10.1080/05775132.1994.11471761

By:

Turgeon, Lynn

Publication type:

Article

Use the Peace Dividend to Increase Saving.

Published in:

Challenge (05775132), 1990, v. 33, n. 2, p. 11, doi. 10.1080/05775132.1990.11471408

By:

Schultze, Charles L.

Publication type:

Article

From the Trenches: Projecting the Future Reality of Compensation and Benefits.

Published in:

Compensation & Benefits Review, 2012, v. 44, n. 2, p. 66, doi. 10.1177/0886368712450543

By:

Thomsen, David J.

Publication type:

Article

TÜRK BANKACILIK SEKTÖRÜNDE FAİZ ORANI RİSKİ ALGISI VE YÖNETİMİ.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2011, v. 25, n. 93, p. 101

By:

Candemİr, Gözde

Publication type:

Article

AN EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN UK TREASURY BILLS AND THE TERM STRUCTURE OF CERTIFICATES OF DEPOSIT.

Published in:

Bulletin of Economic Research, 1995, v. 47, n. 2, p. 143, doi. 10.1111/j.1467-8586.1995.tb00607.x

By:

Fraser, Patricia

Publication type:

Article

FINANCIAL INNOVATION, INFLATION AND THE STABILITY OF THE DEMAND FOR BROAD MONEY IN THE UNITED KINGDOM.

Published in:

Bulletin of Economic Research, 1987, v. 39, n. 3, p. 225, doi. 10.1111/j.1467-8586.1987.tb00243.x

By:

Taylor, Mark P.

Publication type:

Article

An innovative design of flexible, bequest-enhanced life annuity with natural hedging.

Published in:

Scandinavian Actuarial Journal, 2022, v. 2022, n. 6, p. 488, doi. 10.1080/03461238.2021.1997795

By:

Zhou, Yuxin;
Sherris, Michael;
Ziveyi, Jonathan;
Xu, Mengyi

Publication type:

Article

Cohort and value-based multi-country longevity risk management.

Published in:

Scandinavian Actuarial Journal, 2020, v. 2020, n. 7, p. 650, doi. 10.1080/03461238.2019.1711450

By:

Sherris, Michael;
Xu, Yajing;
Ziveyi, Jonathan

Publication type:

Article