Banks ́exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structureChristoph MemmelEsaurito4,3Avvisami
How correlated are changes in banks' net interest income and in their present value?Christoph MemmelEsaurito4,3Avvisami
What drives the short-term fluctuations of banks' exposure to interest rate risk?Christoph MemmelEsaurito4,3Avvisami