scholarly journals The Price and Quantity of Interest Rate Risk

2021 ◽  
Author(s):  
Jennifer N. Carpenter ◽  
Fangzhou Lu ◽  
Robert F. Whitelaw
Keyword(s):  
Interest Rate ◽  
Interest Rate Risk ◽  
Quantity Of Interest ◽  
Rate Risk

scholarly journals The Price and Quantity of Interest Rate Risk

2020 ◽  
Author(s):  
Jennifer N. Carpenter ◽  
Fangzhou Lu ◽  
Robert F. Whitelaw
Keyword(s):  
Interest Rate ◽  
Interest Rate Risk ◽  
Quantity Of Interest ◽  
Rate Risk

scholarly journals The Price and Quantity of Interest Rate Risk

2021 ◽  
Author(s):  
Jennifer Carpenter ◽  
Fangzhou Lu ◽  
Robert Whitelaw
Keyword(s):  
Interest Rate ◽  
Interest Rate Risk ◽  
Quantity Of Interest ◽  
Rate Risk

Balance-sheet interest rate risk: a weighted Lp approach

2018 ◽  
Vol 21 (1) ◽  
pp. 91-104 ◽  
Author(s):  
Leslaw Gajek ◽  
Elzbieta Krajewska
Keyword(s):  
Interest Rate ◽  
Balance Sheet ◽  
Interest Rate Risk ◽  
Rate Risk
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