Banks ́exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structureChristoph MemmelÉpuiséPrévenez-moi
How correlated are changes in banks' net interest income and in their present value?Christoph MemmelÉpuiséPrévenez-moi
What drives the short-term fluctuations of banks' exposure to interest rate risk?Christoph MemmelÉpuiséPrévenez-moi
The dependency of the banks' assets and liabilities: evidence from GermanyChristoph MemmelÉpuiséPrévenez-moi
