Interest Rate Risk - Articles - Scientific Research Publishing

The Impact of Interest Rate Marketization on China’s Commercial Banks and Its Tactics (Articles)

Xinrong Cui

Journal of Mathematical Finance Vol.6 No.5，November 24, 2016

DOI: 10.4236/jmf.2016.65061 2,694 Downloads 5,711 Views Citations
The Policy Role in the Stock Markets (Articles)

Moawia Alghalith, Esha Ramlogan, Martin Franklin

Theoretical Economics Letters Vol.2 No.2，May 24, 2012

DOI: 10.4236/tel.2012.22042 4,516 Downloads 8,339 Views Citations
Factors Impacting the Interest Rate Derivatives Usage in Indian Commercial Banks (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.7 No.3，April 24, 2017

DOI: 10.4236/tel.2017.73045 1,630 Downloads 3,533 Views Citations
Interest Rate Risk Management and Dynamic Portfolio Selections (Articles)

Hang Sun, Wan-gui Sun

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24075 6,532 Downloads 10,431 Views Citations
Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model (Articles)

Yinglin Liu, Ruili Hao, Zuhua Wang

Journal of Mathematical Finance Vol.6 No.3，August 26, 2016

DOI: 10.4236/jmf.2016.63033 1,653 Downloads 2,444 Views Citations
Shadow Banking, Interest Rate Marketization and Bank Risk-Taking: An Empirical Study of the 40 Commercial Banks in China (Articles)

Jing Luo

Journal of Financial Risk Management Vol.6 No.1，March 1, 2017

DOI: 10.4236/jfrm.2017.61003 2,414 Downloads 5,062 Views Citations
Management of a Complex Portfolio of Assets with Stochastic Drifts and Volatilities (Articles)

Wendkouni Yaméogo, Korotimi Ouédraogo, Diakarya Barro

Open Journal of Statistics Vol.12 No.6，December 30, 2022

DOI: 10.4236/ojs.2022.126047 40 Downloads 198 Views Citations
Managing Real Estate Exposure: An Empirical Analysis on Interest Rate Risk (Articles)

Cem Berk

Journal of Financial Risk Management Vol.6 No.3，August 16, 2017

DOI: 10.4236/jfrm.2017.63019 1,606 Downloads 4,052 Views Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1，January 10, 2014

DOI: 10.4236/jmf.2014.41002 4,588 Downloads 7,447 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Predicting Bank Interests When Monetary Rates Are Close to Zero (Articles)

Laura Parisi, Igor Gianfrancesco, Camillo Giliberto, Paolo Giudici

Applied Mathematics Vol.7 No.1，January 11, 2016

DOI: 10.4236/am.2016.71001 4,474 Downloads 5,224 Views Citations
Implementation of Stochastic Yield Curve Duration and Portfolio Immunization Strategies (Articles)

Sindre Duedahl

Journal of Mathematical Finance Vol.6 No.3，August 24, 2016

DOI: 10.4236/jmf.2016.63032 1,752 Downloads 2,731 Views Citations
An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings (Articles)

Thomas Poufinas, Panagiota Tsitsika

Theoretical Economics Letters Vol.8 No.11，August 15, 2018

DOI: 10.4236/tel.2018.811153 1,323 Downloads 5,686 Views Citations
To an Axiomatic Model of Rate of Growth (Articles)

Václav Studený, Ivan Mezník

Applied Mathematics Vol.4 No.9，September 20, 2013

DOI: 10.4236/am.2013.49179 4,469 Downloads 6,234 Views Citations
Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model (Articles)

Hiroaki Hata, Jun Sekine

Journal of Mathematical Finance Vol.3 No.1A，March 29, 2013

DOI: 10.4236/jmf.2013.31A021 4,586 Downloads 7,733 Views Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction
Estimating the Neutral Real Interest Rate of the Brazilian Economy in the Post-Inflation Period (Articles)

Marivia de Aguiar Nunes, Augusto Mussi Alvim

Modern Economy Vol.14 No.3，March 22, 2023

DOI: 10.4236/me.2023.143016 29 Downloads 198 Views Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks (Articles)

Baoqian Wang, Cheng Wang, Xikun Zhang

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36097 5,501 Downloads 8,452 Views Citations
The Determinants of Interest Rate Spreads in Nigeria: An Empirical Investigation (Articles)

Anthony E. Akinlo, Babatunde Olanrewaju Owoyemi

Modern Economy Vol.3 No.7，November 29, 2012

DOI: 10.4236/me.2012.37107 7,450 Downloads 14,375 Views Citations
Fiscal Imbalances and Interest Rate Change in Pakistan: A Co-Integration Analysis (Articles)

Zaeema Islam, Asghar Ali, Irfan Ahmad Baig, Sajjad Ahmad Baig, Muhammad Hashim, Muhammad Zia-Ur-Rehman

Theoretical Economics Letters Vol.5 No.5，October 9, 2015

DOI: 10.4236/tel.2015.55072 3,633 Downloads 4,424 Views Citations
Monumental Behaviorism and Courageousness in Industrialized Economies Central Banks for Developing Economies Lessons (Articles)

Seum Chhay, Nai-Wen Li, Lei Wang

Journal of Financial Risk Management Vol.5 No.2，June 23, 2016

DOI: 10.4236/jfrm.2016.52011 1,867 Downloads 2,715 Views Citations
The Distribution of the Value of the Firm and Stochastic Interest Rates (Articles)

S. Lakshmivarahan, Shengguang Qian, Duane Stock

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21009 4,205 Downloads 7,841 Views Citations

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