Changing Perceptions of Maturity Mismatch in the U.S. Banking System: Evidence from Equity Markets.
We use the sensitivity of bank holding company equity returns to market interest rates as an indicator of perceived maturity mismatch. Based on data from 1990 to 2009, there is only weak evidence that market participants perceived banks to be effectively short-funded. However, looking at 1990-1996 a...
| Publicado en: | Southern Economic Journal Vol. 81; no. 1; pp. 193 - 211 |
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| Autores principales: | , , |
| Formato: | Artículo |
| Publicado: |
Wiley-Blackwell
Jul2014
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |