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Interest rate risk and bank net interest margins
4 references·16 citing·45 second hop
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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 2003Financial Structure and the Interest Rate Channel of ECB Monetary Policy331 cited
  • 1993U.S. Commercial Banking: Trends, Cycles, and Policy101 cited

Cited by

  • 2004Are Banks Liquidity Transformers?98 cited
  • 2018Banking on Deposits: Maturity Transformation without Interest Rate Risk69 cited
  • 2006The Sensitivity of Bank Net Interest Margins and Profitability To Credit, Interest-Rate, and Term-Structure Shocks Across Bank Product Specializations58 cited
  • 2009Macroeconomic stress-testing banks: a survey of methodologies56 cited
  • 2012Interest Rate Risk and Bank Equity Valuations56 cited
  • 2008The Integrated Impact of Credit and Interest Rate Risk on Banks: An Economic Value and Capital Adequacy Perspective56 cited
  • 2006Financial Intermediaries and Interest Rate Risk: II53 cited
  • 2018Interest Rate and Financial Performance of Banks in Pakistan47 cited
  • 2015Determinants of Bank Profitability in Ghana46 cited
  • 2012Interest Rate Risk and Bank Equity Valuations44 cited
  • 2012

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A perspective on the symptoms and causes of the financial crisis
34 cited
  • 2006The Exposure of Swiss Banks to Macroeconomic Shocks - an Empirical Investigation34 cited
  • 2017Bank Profitability and Risk-Taking Under Low Interest Rates34 cited
  • 2019Why do bank-dependent firms bear interest-rate risk?33 cited
  • 2023Destabilizing Digital 'Bank Walks'33 cited
  • 2013Bank Corporate Governance and Real Estate Lending During the Financial Crisis28 cited