The Effect of Interest-Rate Risk on Liquidity Premiums: An Empirical Investigation

Journal of Financial and Quantitative Analysis ◽

10.2307/2329692 ◽

1974 ◽

Vol 9 (5) ◽

pp. 901 ◽

Cited By ~ 1

Author(s):

Robert A. Olsen

Keyword(s):

Interest Rate ◽

Empirical Investigation ◽

Interest Rate Risk ◽

Rate Risk

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Comment: The Effect of Interest-Rate Risk on Liquidity Premiums: An Empirical Investigation

Journal of Financial and Quantitative Analysis ◽

10.2307/2329693 ◽

1974 ◽

Vol 9 (5) ◽

pp. 911

Author(s):

Burton Zwick

Keyword(s):

Interest Rate ◽

Empirical Investigation ◽

Interest Rate Risk ◽

Rate Risk

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Interest Rate Risk at Commercial Banks: An Empirical Investigation

Financial Review ◽

10.1111/j.1540-6288.1989.tb00351.x ◽

1989 ◽

Vol 24 (3) ◽

pp. 431-455 ◽

Cited By ~ 17

Author(s):

Karlyn Mitchell

Keyword(s):

Interest Rate ◽

Commercial Banks ◽

Empirical Investigation ◽

Interest Rate Risk ◽

Rate Risk

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An empirical investigation of the short-term relationship between interest rate risk and credit risk

Computational Finance and its Applications III ◽

10.2495/cf080181 ◽

2008 ◽

Cited By ~ 1

Author(s):

C. Cech

Keyword(s):

Interest Rate ◽

Credit Risk ◽

Empirical Investigation ◽

Interest Rate Risk ◽

Short Term ◽

Rate Risk

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An Empirical Investigation of the Short-Term Relationship between Interest Rate Risk and Credit Risk

SSRN Electronic Journal ◽

10.2139/ssrn.1034117 ◽

2007 ◽

Author(s):

Christian Cech

Keyword(s):

Interest Rate ◽

Credit Risk ◽

Empirical Investigation ◽

Interest Rate Risk ◽

Short Term ◽

Rate Risk

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Hedging against Interest Rate Risk: Reconsidering Volatility-Adjusted Immunization

CFA Digest ◽

10.2469/dig.v27.n4.179 ◽

1997 ◽

Vol 27 (4) ◽

pp. 66-67

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Rate Risk

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Yield Elasticity: A New, Objective Measure of Interest-Rate Risk

CFA Digest ◽

10.2469/dig.v37.n4.4865 ◽

2007 ◽

Vol 37 (4) ◽

pp. 27-28

Author(s):

Brian A. Maris

Keyword(s):

Interest Rate ◽

Objective Measure ◽

Interest Rate Risk ◽

Rate Risk

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Balance-sheet interest rate risk: a weighted Lp approach

The Journal of Risk ◽

10.21314/jor.2018.395 ◽

2018 ◽

Vol 21 (1) ◽

pp. 91-104 ◽

Cited By ~ 1

Author(s):

Leslaw Gajek ◽

Elzbieta Krajewska

Keyword(s):

Interest Rate ◽

Balance Sheet ◽

Interest Rate Risk ◽

Rate Risk

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Interest Rate Risk Management with Debt Issues: Evidence from a Natural Experiment

SSRN Electronic Journal ◽

10.2139/ssrn.2022886 ◽

2012 ◽

Author(s):

Frederic Deleze ◽

Timo P. Korkeamaki

Keyword(s):

Risk Management ◽

Interest Rate ◽

Natural Experiment ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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Liquidity and Interest Rate Risk of Life Insurers: Sources and Mitigation

SSRN Electronic Journal ◽

10.2139/ssrn.2766999 ◽

2016 ◽

Author(s):

Mark Feodoria ◽

Till FFrstemann

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Life Insurers ◽

Rate Risk

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Scenario Generation for Long-Run Interest Rate Risk Assessment

SSRN Electronic Journal ◽

10.2139/ssrn.2828236 ◽

2016 ◽

Author(s):

Robert F. Engle ◽

Guillaume Roussellet

Keyword(s):

Risk Assessment ◽

Interest Rate ◽

Interest Rate Risk ◽

Scenario Generation ◽

Rate Risk ◽

Long Run

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