ERN: Other Econometric Modeling: Capital Markets - Risk (Topic)

Euro Area Banks' Interest Rate Risk Exposure to Level, Slope and Curvature Swings in the Yield Curve

Pub Date : 2022-05-24 DOI: 10.2139/ssrn.3033719 Daniel Foos, E. Lütkebohmert, Mariia Markovych, Kamil Pliszka

15 Seconds to Alpha: Higher frequency risk pricing for commercial real estate securities

Pub Date : 2021-10-28 DOI: 10.2139/ssrn.3852381 A. Christopoulos, J. Barratt

Bank Signaling, Risk of Runs, and the Informational Impact of Prudential Regulations

Pub Date : 2021-07-19 DOI: 10.2139/ssrn.3902600 Warwick Business School Submitter