When do Bond Markets Reward Investors for Interest Rate Risk?

The Journal of Portfolio Management ◽

10.3905/jpm.1996.52 ◽

1996 ◽

Vol 22 (2) ◽

pp. 52-64 ◽

Author(s):

Antti Ilmanen

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Bond Markets ◽

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Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2475797 ◽

2014 ◽

Author(s):

Sally Shen ◽

Antoon Pelsser ◽

Peter C. Schotman

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Bond Markets ◽

Risk Hedging ◽

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Robust Long-Term Interest Rate Risk Hedging in Incomplete Bond Markets

SSRN Electronic Journal ◽

10.2139/ssrn.2564465 ◽

2014 ◽

Author(s):

Sally Shen ◽

Antoon Pelsser ◽

Peter C. Schotman

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Bond Markets ◽

Risk Hedging ◽

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Hedging against Interest Rate Risk: Reconsidering Volatility-Adjusted Immunization

10.2469/dig.v27.n4.179 ◽

1997 ◽

Vol 27 (4) ◽

pp. 66-67

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

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Yield Elasticity: A New, Objective Measure of Interest-Rate Risk

10.2469/dig.v37.n4.4865 ◽

2007 ◽

Vol 37 (4) ◽

pp. 27-28

Author(s):

Brian A. Maris

Keyword(s):

Interest Rate ◽

Objective Measure ◽

Interest Rate Risk ◽

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Balance-sheet interest rate risk: a weighted Lp approach

The Journal of Risk ◽

10.21314/jor.2018.395 ◽

2018 ◽

Vol 21 (1) ◽

pp. 91-104 ◽

Author(s):

Leslaw Gajek ◽

Elzbieta Krajewska

Keyword(s):

Interest Rate ◽

Balance Sheet ◽

Interest Rate Risk ◽

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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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Liquidity and Interest Rate Risk of Life Insurers: Sources and Mitigation

SSRN Electronic Journal ◽

10.2139/ssrn.2766999 ◽

2016 ◽

Author(s):

Mark Feodoria ◽

Till FFrstemann

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

Life Insurers ◽

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Scenario Generation for Long-Run Interest Rate Risk Assessment

SSRN Electronic Journal ◽

10.2139/ssrn.2828236 ◽

2016 ◽

Author(s):

Robert F. Engle ◽

Guillaume Roussellet

Keyword(s):

Risk Assessment ◽

Interest Rate ◽

Interest Rate Risk ◽

Scenario Generation ◽

Rate Risk ◽

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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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How Do Banks and Households Manage Interest Rate Risk? Evidence from Mortgage Applications and Bankss Responses

SSRN Electronic Journal ◽

10.2139/ssrn.3192943 ◽

2018 ◽

Author(s):

Christoph Basten ◽

Benjamin Guin ◽

Catherine Koch

Keyword(s):

Interest Rate ◽

Interest Rate Risk ◽

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