Linear and nonlinear interest rate sensitivity of Spanish banks

Author:

Ballester Laura,Ferrer Román,González Cristóbal

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference45 articles.

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2. Returns and the interest rate: a non-linear relationship in the Bogotá stock market;Arango;Applied Financial Economics,2002

3. Asia-Pacific banks risk exposures: pre and post the Asian financial crisis;Au Yong;Applied Financial Economics,2008

4. Aysun, U., Guldi, M., 2009. Exchange rate exposure: a nonparametric approach. Working Paper No 2009-18. Department of Economics, University of Connecticut.

5. Impacto del riesgo de interés sobre las acciones del sector bancario español;Ballester;Revista Española de Financiación y Contabilidad,2009

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