Factor-Based Tactical Bond Allocation and Interest Rate Risk Management

SSRN Electronic Journal ◽

10.2139/ssrn.3122096 ◽

2019 ◽

Author(s):

Andreas Thomann

Keyword(s):

Risk Management ◽

Interest Rate ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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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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Interest rate risk management with futures for financial intermediaries

Applied Financial Economics ◽

10.1080/758516632 ◽

1992 ◽

Vol 2 (3) ◽

pp. 179-185 ◽

Cited By ~ 2

Author(s):

John Doukas ◽

Bala Arshanapalli

Keyword(s):

Risk Management ◽

Interest Rate ◽

Interest Rate Risk ◽

Financial Intermediaries ◽

Rate Risk ◽

Interest Rate Risk Management

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Bank Interest Rate Risk Management and Valuation of Earnings

SSRN Electronic Journal ◽

10.2139/ssrn.2467698 ◽

2014 ◽

Author(s):

Qing Burke ◽

Terry Warfield

Keyword(s):

Risk Management ◽

Interest Rate ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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Corporate debt issues and interest rate risk management: Hedging or market timing?

Journal of Financial Markets ◽

10.1016/j.finmar.2009.03.001 ◽

2009 ◽

Vol 12 (3) ◽

pp. 500-520 ◽

Cited By ~ 7

Author(s):

Antonios Antoniou ◽

Huainan Zhao ◽

Bilei Zhou

Keyword(s):

Risk Management ◽

Interest Rate ◽

Market Timing ◽

Interest Rate Risk ◽

Corporate Debt ◽

Rate Risk ◽

Interest Rate Risk Management

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Foreign Exchange and Interest Rate Risk Management

Tsinghua University Texts - Financial Strategies for the Manager ◽

10.1007/978-3-540-70966-4_10 ◽

2010 ◽

pp. 136-142

Author(s):

Charles Priester ◽

Jincheng Wang

Keyword(s):

Risk Management ◽

Interest Rate ◽

Foreign Exchange ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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Derivatives and Interest Rate Risk Management by Commercial Banks

SSRN Electronic Journal ◽

10.2139/ssrn.2644681 ◽

2015 ◽

Cited By ~ 4

Author(s):

Guillaume Vuillemey

Keyword(s):

Risk Management ◽

Interest Rate ◽

Commercial Banks ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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093078 (E51) Interest rate risk management: Developments in interest rate term structure modelling for risk management and valuation of interest-rate-dependent cash flows

Insurance Mathematics and Economics ◽

10.1016/s0167-6687(97)89233-5 ◽

1997 ◽

Vol 20 (3) ◽

pp. 275 ◽

Cited By ~ 1

Keyword(s):

Risk Management ◽

Interest Rate ◽

Term Structure ◽

Cash Flows ◽

Interest Rate Risk ◽

Rate Dependent ◽

Rate Risk ◽

Interest Rate Risk Management ◽

Interest Rate Term Structure

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Household Interest Rate Risk Management

Real Estate Economics ◽

10.1111/j.1540-6229.2010.00274.x ◽

2010 ◽

Vol 38 (3) ◽

pp. 467-505 ◽

Cited By ~ 37

Author(s):

Otto Van Hemert

Keyword(s):

Risk Management ◽

Interest Rate ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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Interest Rate Risk Management for Commercial Banks in Kenya

IOSR Journal of Economics and Finance ◽

10.9790/5933-0411121 ◽

2014 ◽

Vol 4 (1) ◽

pp. 11-21 ◽

Cited By ~ 1

Author(s):

James Ngalawa ◽

◽

Philip Ngare

Keyword(s):

Risk Management ◽

Interest Rate ◽

Commercial Banks ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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A Study of Commercial Banks Interest Rate Risk Management under Interest Rates Liberalization

Proceedings of the International Conference on Transformations and Innovations in Management ◽

10.2991/ictim-17.2017.70 ◽

2017 ◽

Author(s):

Yun Zhou ◽

Xiaosong Zheng

Keyword(s):

Risk Management ◽

Interest Rate ◽

Interest Rates ◽

Commercial Banks ◽

Interest Rate Risk ◽

Rate Risk ◽

Interest Rate Risk Management

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