scholarly journals The Exposure of Mortgage Borrowers to Interest Rate Risk and House Price Risk — Evidence from Swiss Loan Application Data

2015 ◽  
Vol 151 (2) ◽  
pp. 89-123 ◽  
Author(s):  
Martin Brown ◽  
Benjamin Guin
Keyword(s):  
Interest Rate ◽  
House Price ◽  
Interest Rate Risk ◽  
Price Risk ◽  
Rate Risk ◽  
Application Data ◽  
House Price Risk

Balance-sheet interest rate risk: a weighted Lp approach

2018 ◽  
Vol 21 (1) ◽  
pp. 91-104 ◽  
Author(s):  
Leslaw Gajek ◽  
Elzbieta Krajewska
Keyword(s):  
Interest Rate ◽  
Balance Sheet ◽  
Interest Rate Risk ◽  
Rate Risk

Hedging House Price Risk with Futures Contracts after the Bubble Burst

2014 ◽  
Author(s):  
Patrick J. Schorno ◽  
Steve Swidler ◽  
Michael D. Wittry
Keyword(s):  
House Price ◽  
Futures Contracts ◽  
Price Risk ◽  
Bubble Burst ◽  
House Price Risk
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