Πλοήγηση ανά Θέμα "Interest rate risk"
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Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks' and life insurance companies' stocks in the UK
(2014)This paper investigates the effect that the creation of the Monetary Policy Committee (MPC) has had on the interest rate risk which banks and life insurance companies face in the UK. By means of GARCH-M methodology, the ...