Works matching DE "INTEREST rate risk"

Results: 915

Discovering High-Risk Bank Risk Factors Based on Risk Matrix.

Published in:

International Journal of Information Technology & Decision Making, 2025, v. 24, n. 3, p. 743, doi. 10.1142/S021962202341002X

By:

Wei, Lu;
Miao, Xiyuan;
Jing, Haozhe;
Li, Guowen

Publication type:

Article

Uncertain generalized mean reversion interest rate risk model with applications to financial instruments.

Published in:

Journal of Industrial & Management Optimization, 2025, v. 21, n. 5, p. 1, doi. 10.3934/jimo.2024195

By:

Li, Xiufang;
Xiao, Chen;
Chen, Xiaowei;
Liu, Yang

Publication type:

Article

EVIDENCE ON THE VARYING EFFECT OF EXPECTED INFLATION ON INTEREST RATES.

Published in:

Review of Economics & Statistics, 1984, v. 66, n. 3, p. 477, doi. 10.2307/1925005

By:

VanderHoff, James

Publication type:

Article

Stochastic Devaluation Risk and the Empirical Fit of Target-Zone Models.

Published in:

Review of Economic Studies, 1993, v. 60, n. 3, p. 689, doi. 10.2307/2298131

By:

Bertola, Giuseppe;
Svensson, Lars E. O.

Publication type:

Article

The two methods and the hard core of economics.

Published in:

Journal of Post Keynesian Economics, 2009, v. 31, n. 3, p. 493, doi. 10.2753/PKE0160-3477310307

By:

Breser-Pereira, Luiz Carlos

Publication type:

Article

Taylor and Keynesian monetary policy rules.

Published in:

Journal of Post Keynesian Economics, 2009, v. 31, n. 3, p. 485, doi. 10.2753/PKE0160-3477310306

By:

Atesoglu, H. Sonmez

Publication type:

Article

Capital mobility, real exchange rate appreciation, and asset price bubbles in emerging economies: a Post Keynesian macroeconomic model for a small open economy.

Published in:

Journal of Post Keynesian Economics, 2005, v. 28, n. 2, p. 317

By:

Oreiro, José Luís

Publication type:

Article

Impact of Market Expectations on the U.S. Interest Rate Lift-Off in ASEAN-5 Financial System.

Published in:

Asia-Pacific Financial Markets, 2021, v. 28, n. 2, p. 243, doi. 10.1007/s10690-020-09314-4

By:

Ooi, Teik-Khim;
Lau, Wee-Yeap

Publication type:

Article

Credit Derivatives in an Affine Framework.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 123, doi. 10.1007/s10690-007-9055-8

By:

Chen, Li;
Filipović, Damir

Publication type:

Article

Bank Exposure to Interest Rate Risks During Financial Liberalization: Evidence from South Korea.

Published in:

Asia-Pacific Financial Markets, 2005, v. 12, n. 1, p. 61, doi. 10.1007/s10690-006-9013-x

By:

Aggarwal, Raj;
Jeon, B.;
Zhao, Xinlei

Publication type:

Article

Understanding the Implied Volatility Surface for Options on a Diversified Index.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 1, p. 55, doi. 10.1007/s10690-005-4249-4

By:

Heath, David;
Platen, Eckhard

Publication type:

Article

The influence of interest rate risk ratio and capital adequacy ratio on profit growth in banking companies listed on the stock exchange.

Published in:

Jurnal Mantik, 2024, v. 8, n. 3, p. 1285

By:

Ngatinem;
Fauzi, Indra

Publication type:

Article

Verlustausgleichs- und -abzugsbeschränkung bei Zins-Währungsswaps; Feststellung des verbleibenden Verlustvortrags bei Termingeschäften.

Published in:

FinanzRundschau, 2023, v. 105, n. 11, p. 520, doi. 10.9785/fr-2023-1051108

By:

Bode, Walter

Publication type:

Article

Credit Derivatives Market In Turkey: Results Of A Survey Study.

Published in:

Journal of Academic Studies, 2007, v. 9, n. 32, p. 57

By:

Anbar, Adem;
Karabiyik, Lale

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

THE RELATIONSHIP BETWEEN BANKING RISKS UNDER THE CRISIS: EMPIRICAL ASSESSMENT POST-SOVIET COUNTRIES DATA.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2024, v. 6, n. 59, p. 37, doi. 10.55643/fcaptp.6.59.2024.4531

By:

Cibák, Ľuboš;
Yermachenko, Volodymyr;
Kovalov, Anatolii;
Zherdetska, Liliia;
Kretov, Dmitry

Publication type:

Article

DEVELOPMENT OF FINANCIAL RISK HEDGING STRATEGIES.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2024, v. 1, n. 54, p. 68, doi. 10.55643/fcaptp.1.54.2024.4251

By:

Prymostka, Liudmyla;
Krasnova, Іryna;
Okhrymenko, Іryna;
Shchehliuk, Maksym;
Prymostka, Andrii

Publication type:

Article

CAPITAL STRUCTURE AS A CRITERION OF EFFICIENT MANAGEMENT OF THE CORPORATION'S FINANCIAL RECOURSES.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2023, v. 2, n. 49, p. 326, doi. 10.55643/fcaptp.2.49.2023.4006

By:

Hrynyuk, Nataliya;
Dokiienko, Larysa;
Levchenko, Valentyna;
Trynchuk, Viktor

Publication type:

Article

THE DEVELOPMENT OF METHODOLOGY OF BANKS’ FINANCIAL STABILITY ASSESMENT BY TAXONOMETRIC METHOD.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2022, v. 1, n. 42, p. 13, doi. 10.55643/fcaptp.1.42.2022.3650

By:

S., Yehorycheva;
М., Khutorna;
M., Rudenko;
O., Vovchenko;
S., Tesliuk;
L., Gariaga

Publication type:

Article

INCREASING EFFICIENCY OF BANKING ACTIVITY IN UKRAINE BY GOVERNING PRICING CENTERS OF PROFIT OF THE BANK.

Published in:

Financial & Credit Activity: Problems of Theory & Practice, 2019, v. 3, n. 30, p. 4, doi. 10.18371/fcaptp.v3i30.179221

By:

Grydzhuk, D. M.;
Shvets, N. R.

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

Interest Rate Risk in Interest-free Banks: An Empirical Research on Turkish Participation Banks.

Published in:

Turkish Journal of Islamic Economics, 2018, v. 5, n. 1, p. 89, doi. 10.26414/tujise.2018.5.1.89-107

By:

Koç, İlker

Publication type:

Article

Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate.

Published in:

Journal of Function Spaces, 2020, p. 1, doi. 10.1155/2020/3153297

By:

Li, Shuang;
Liu, Shican;
Zhou, Yanli;
Wu, Yonghong;
Ge, Xiangyu

Publication type:

Article

Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate.

Published in:

Journal of Function Spaces, 2020, p. 1, doi. 10.1155/2020/3153297

By:

Li, Shuang;
Liu, Shican;
Zhou, Yanli;
Wu, Yonghong;
Ge, Xiangyu

Publication type:

Article

CORPORATE TREASURY GOVERNANCE: THE TRADE-OFF BETWEEN KNOWLEDGE TRANSFER COSTS AND AGENCY COSTS.

Published in:

International Journal of Business Studies, 2002, v. 10, n. 1, p. 19

By:

Sweeney, Mary

Publication type:

Article

El proyecto de austeridad en el Sur global. Examinar las dinámicas y mecanismos políticoeconómicos cruciales.

Published in:

Derecho y Ciencias Sociales, 2024, p. 98

By:

Muchhala, Bhumika;
Syed, Maria

Publication type:

Article

Managing All Those ZerOes: A Look Inside Microsoft's Treasury.

Published in:

Financial Executive, 2005, v. 21, n. 10, p. 26

By:

Heffes, Ellen M.

Publication type:

Article

Making Sense of Mezzanine Financing.

Published in:

Financial Executive, 2005, v. 21, n. 10, p. 19

By:

Sinnenberg, John

Publication type:

Article

AN INTEREST-RATE GAME PLAN.

Published in:

Financial Executive, 1992, v. 8, n. 6, p. 39

By:

MARKS, RONALD D.;
HERALD, LYNN A.

Publication type:

Article

Why you need to understand duration.

Published in:

Financial Executive, 1989, v. 5, n. 6, p. 55

By:

Scott, David L.;
Moore, W. Kent

Publication type:

Article

Corporate hedging: an answer to the “how” question.

Published in:

Annals of Operations Research, 2018, v. 266, n. 1/2, p. 35, doi. 10.1007/s10479-017-2645-6

By:

Blomvall, Jörgen;
Ekblom, Jonas

Publication type:

Article

Macaulay durations for nonparallel shifts.

Published in:

Annals of Operations Research, 2007, v. 151, n. 1, p. 179, doi. 10.1007/s10479-006-0115-7

By:

Zheng, Harry

Publication type:

Article

DERIVATIVES MARKET DEVELOPMENT IN BOSNIA AND HERZEGOVINA: PRESENT OR (FAR) FUTURE?

Published in:

International Journal of Management Cases, 2011, v. 13, n. 3, p. 637, doi. 10.5848/apbj.2011.00101

By:

KOZAREVIC, EMIRA;
JUKAN, MELDINA KOKOROVIC

Publication type:

Article

RİSKE YÖNELİK MUHASEBE VE FİNANSAL RAPORLAMA STANDARTLARI AÇIKLAMALARI: BORSA İSTANBUL (BIST) İMALAT SEKTÖRÜNE İLİŞKİN İÇERİK ANALİZİ.

Published in:

Dokuz Eylul University Journal of Graduate School of Social Sciences, 2022, v. 24, n. 2, p. 619, doi. 10.16953/deusosbil.1036655

By:

GALİP, Yusuf;
KUTAY, Nilgün

Publication type:

Article

Risk Evaluation on China Government Bonds with EWMAVaR and SVM Methods.

Published in:

Security & Communication Networks, 2021, v. 2021, p. 1, doi. 10.1155/2021/9617933

By:

Ouyang, Tianhao;
Lu, Xiaoyong

Publication type:

Article

Financing a service-oriented manufacturer when facing the risk of bankruptcy.

Published in:

International Journal of Production Research, 2024, v. 62, n. 20, p. 7342, doi. 10.1080/00207543.2023.2245067

By:

Jiang, Zhong-Zhong;
Feng, Guangqi;
Guo, Xiaolong;
He, Na;
Hu, Di

Publication type:

Article

Inverse Probability Weighting Enhances Absolute Risk Estimation in Three Common Study Designs of Nosocomial Infections.

Published in:

Clinical Epidemiology, 2022, v. 14, p. 1053, doi. 10.2147/CLEP.S357494

By:

Staus, Paulina;
Cube, Maja von;
Hazard, Derek;
Doerken, Sam;
Ershova, Ksenia;
Balmford, James;
Wolkewitz, Martin

Publication type:

Article

Interest Rate Risk of Selected Indian Commercial Banks: An Application of GAP Analysis Model.

Published in:

IUP Journal of Bank Management, 2013, v. 12, n. 4, p. 58

By:

Makkar, Anita;
Singh, Shveta

Publication type:

Article

Asset Liability Management for Banks.

Published in:

IUP Journal of Bank Management, 2011, v. 10, n. 4, p. 31

By:

Giandomenico, Rossano

Publication type:

Article

An Empirical Study of Asset Liability Management Approach by the Indian Banks.

Published in:

IUP Journal of Bank Management, 2009, v. 8, n. 3/4, p. 7

By:

Chakraborty, Suman;
Mohapatra, Subhalaxmi

Publication type:

Article

Exchange Rate Dynamics in Indian Foreign Exchange Market: An Empirical Investigation on the Movement of USD/INR.

Published in:

IUP Journal of Applied Finance, 2012, v. 18, n. 4, p. 46

By:

Srikanth, Maram;
Kishor, Braj

Publication type:

Article

Revisiting structural change and market integration in late 19th century American capital markets.

Published in:

Applied Economics, 2007, v. 39, n. 21, p. 2733, doi. 10.1080/00036840600749508

By:

Choi, Kyongwook;
Dupont, Brandon

Publication type:

Article

Inflation uncertainty and interest rates: is the Fisher relation universal?

Published in:

Applied Economics, 2007, v. 39, n. 1, p. 53, doi. 10.1080/00036840500427908

By:

Berument, Hakan;
Ceylan, Nildag Basak;
Olgun, Hasan

Publication type:

Article

EVALUAREA BANCILOR BCR, BRD FOLOSIND UN MODEL STRUCTURAL DE RISC DE CREDIT CU INFORMATIE ASIMETRICA THE ASSESSMENT OF BCR, BRD BANKS BY A STRUCTURAL CREDIT RISK MODEL WITH ASSIMETRIC INFORMATION.

Published in:

Studii şi Cercetări de Calcul Economic şi Cibernetică Economică, 2012, v. 46, n. 3/4, p. 1

By:

RUXANDA, Gheorghe;
VLAD, Sorin M.

Publication type:

Article

Interest Rates and Exchange Rate Relationship in BRIC-T Countries.

Published in:

Ege Academic Review, 2013, v. 13, n. 2, p. 227

By:

KAYHAN, Selim;
BAYAT, Tayfur;
UĞUR, Ahmet

Publication type:

Article

How Well Does Duration Measure Interest Rate Risk and Does the Convexity Adjustment Matter?

Published in:

Quarterly Journal of Finance & Accounting, 2021, v. 59, n. 1/2, p. 1

By:

BARBER, JOEL R.

Publication type:

Article

Determining an Optimal Principal Limit Factor for Reverse Mortgages under Economics-Based Models.

Published in:

Journal of Real Estate Finance & Economics, 2021, v. 63, n. 4, p. 565, doi. 10.1007/s11146-020-09786-1

By:

Chiang, Shu Ling;
Tsai, Ming Shann;
Wang, Chien An

Publication type:

Article

Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study.

Published in:

Journal of Real Estate Finance & Economics, 2015, v. 51, n. 4, p. 503, doi. 10.1007/s11146-014-9492-x

By:

Akimov, Alexey;
Stevenson, Simon;
Zagonov, Maxim

Publication type:

Article

A Top-Down Approach for Asset-Backed Securities: A Consistent Way of Managing Prepayment, Default and Interest Rate Risks.

Published in:

Journal of Real Estate Finance & Economics, 2013, v. 46, n. 3, p. 480, doi. 10.1007/s11146-011-9331-2

By:

Fermanian, Jean-David

Publication type:

Article

Multiple State Property Options.

Published in:

Journal of Real Estate Finance & Economics, 2005, v. 30, n. 4, p. 341, doi. 10.1007/s11146-005-7012-8

By:

Paxson, Dean A.

Publication type:

Article