Interest rates and bank portfolio adjustments

We test empirically to determine if the relation between banks' portfolio of assets and liabilities and interest rate is stable. Several possible causes of instability are considered. The econometric techniques employed allow for continuous change in the structure of the empirical model. In all...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Journal of banking & finance 1989-03, Vol.13 (1), p.151-161
Hauptverfasser:	Thistle, Paul D., McLeod, Robert W., Conrad, B.Lynne
Format:	Artikel
Sprache:	eng
Schlagworte:	Balance sheets Bank assets Bank liabilities Bank portfolios Business cycles Econometrics Economic models Interest rates Studies
Online-Zugang:	Volltext
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