Results 21 to 30 of about 17,341,195 (216)
The Profit Rate-Interest Rate Nexus: Evidence from Machine Learning Algorithms [PDF]
Türkiye İslam İktisadı Dergisi, 2023 The main purpose of this study is to examine potential predictors of profit rates and de- posit rates and to examine whether these rates are affected by identical factors.
Mehmet Yeşilyaprak +3 more
doaj +1 more source
Banking on Deposits: Maturity Transformation Without Interest Rate Risk
Journal of Finance, 2018 We show that maturity transformation does not expose banks to significant interest rate risk---it actually hedges banks' interest rate risk. We argue that this is driven by banks' deposit franchise.
I. Drechsler, Alexi Savov, P. Schnabl
semanticscholar +1 more source
Credit Migration and Covered Interest Rate Parity
Journal of Financial Economics, 2019 I document economically large and persistent discrepancies in the pricing of credit risk between corporate bonds denominated in different currencies.
Gordon Y. Liao
semanticscholar +1 more source
Interest rate pass-through in Turkey during the period of unconventional interest rate corridor
Quantitative Finance and Economics, 2018 After adopting new monetary policy framework at the end of 2010, the Central Bank of the Republic of Turkey (CBRT) started actively using both multiple short-term policy rates and funding composition over the banks in order to manage the liquidity ...
Serçin ŞAHİN, Serkan ÇİÇEK
doaj +1 more source
INFLATION, INTEREST RATE AND CREDIT RATE IN INDONESIA
Jurnal Manajemen Indonesia, 2017 Inflasi akan mempengaruhi tingkat suku bunga. Ketika inflasi naik maka tingkat suku bunga akan meningkat begitupun sebaliknya, ketika inflasi turun maka tingkat suku bunga akan menurun juga.
Eneng Nur Hasanah
doaj +1 more source
Negative Interest Rate Policy and the Yield Curve
Journal of applied econometrics, 2018 We evaluate the implications of the ECB's negative interest rate policy (NIRP) on the yield curve. To capture various shapes of the short end of the yield curve induced by the NIRP, we introduce two policy indicators, which summarize the immediate and ...
Jing Cynthia Wu, F. Xia
semanticscholar +1 more source
INTEREST RATE PASS-THROUGH IN LITHUANIA
Ekonomika, 2011 The paper considers the pass-through of the interbank and retail interest rates for the case of Lithuania. The need for the interest rate transmission analysis has grown during the volatile market period caused by the global financial crisis.
Vytenis Lapinskas
doaj +1 more source
Deviations from Covered Interest Rate Parity
, 2016 We find that deviations from the covered interest rate parity condition (CIP) imply large, persistent, and systematic arbitrage opportunities in one of the largest asset markets in the world.
Wenxin Du +2 more
semanticscholar +1 more source
The Review of financial studies, 2018 We study the allocation of interest rate risk within the European banking sector using novel data. Banks’ exposure to interest rate risk is small on aggregate, but heterogeneous in the cross-section.
P. Hoffmann +3 more
semanticscholar +1 more source
Hierarchically Fusing Long and Short-Term User Interests for Click-Through Rate Prediction in Product Search [PDF]
, 2023 Estimating Click-Through Rate (CTR) is a vital yet challenging task in personalized product search. However, existing CTR methods still struggle in the product search settings due to the following three challenges including how to more effectively extract users' short-term interests with respect to multiple aspects, how to extract and fuse users' long ...
arxiv +1 more source