Risk management of non-maturing liabilities-Reference-Cited by-同舟云学术

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Risk management of non-maturing liabilities

Published:2004-07 Issue:7 Volume:28 Page:1547-1568
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Kalkbrener Michael,Willing Jan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. The failure of competition in the credit card market;Ausubel;American Economic Review,1991

2. Basel Committee on Banking Supervision, 1999. A new capital adequacy framework. Consultative paper, Basel, Switzerland

3. Interest rate volatility and the shape of the term structure;Brown;Philosophical Transactions of the Royal Society of London A,1994

4. Specification analysis of affine term structure models;Dai;Journal of Finance,1998

5. The variance-optimal martingale measure for continuous processes;Delbaen;Bernoulli,1996

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1. Evaluation of sight deposits and central bank digital currency;Journal of International Financial Markets, Institutions and Money;2023-10

2. Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework;Applied Stochastic Models in Business and Industry;2023-04-30

3. European bank margins at the zero lower bound;Journal of International Money and Finance;2023-03

4. Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?;Journal of Financial Intermediation;2023-01

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