What drives the short‐term fluctuations of banks' exposure to interest rate risk?
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DOI: 10.1002/rfe.1100
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- Memmel, Christoph, 2019. "What drives the short-term fluctuations of banks' exposure to interest rate risk?," Discussion Papers 05/2019, Deutsche Bundesbank.
References listed on IDEAS
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Cited by:
- Ramona Busch & Helge C. N. Littke & Christoph Memmel & Simon Niederauer, 2022.
"German banks’ behavior in the low interest rate environment,"
Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(3), pages 267-296, September.
- Busch, Ramona & Littke, Helge & Memmel, Christoph & Niederauer, Simon, 2021. "German banks' behavior in the low interest rate environment," Discussion Papers 23/2021, Deutsche Bundesbank.
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More about this item
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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