Banks ́exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structureChristoph MemmelSold out4.3Track
How correlated are changes in banks' net interest income and in their present value?Christoph MemmelSold out4.3Track
What drives the short-term fluctuations of banks' exposure to interest rate risk?Christoph MemmelSold out4.3Track