BANK EXPOSURE TO INTEREST RATE RISK: A GLOBAL PERSPECTIVE
作者： Jeff Madura , Emilio R. Zarruk
DOI: 10.1111/J.1475-6803.1995.TB00207.X
关键词: Risk-free interest rate 、 Interest rate risk 、 Finance 、 Interest rate 、 Business 、 Official cash rate 、 Financial risk management 、 Monetary economics 、 Interest rate parity 、 Bank rate 、 Covered interest arbitrage
摘要: … interest rate risk varies among countries, which supports the need to capture interest rate risk differentials in the risk-… by the market to value banks in response to interest rate changes. …
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