12 research outputs found
Gap management: managing interest rate risk in banks and thrifts
Get PDFBank profits ; Asset-liability management ; Interest rates ; Risk
Approximate variance formulas for the elasticities of substitution obtained from translog cost functions
No full textApproximate variance formulas for the elasticities of substitution obtained from translog production functions
No full text
Estimating the Minimum Risk Maturity Gap: Some Evidence from the Savings and Loan Industry
No full textThe Effects of Purchases of Mortgages and Securitization by Government Sponsored Enterprises on Mortgage Yield Spreads and Volatility
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