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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...

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Published in:Southern Economic Journal Vol. 81; no. 1; pp. 193 - 211
Main Authors: Young, Andrew T., Wiseman, Travis, Hogan, Thomas L.
Format: Article
Published: Wiley-Blackwell Jul2014
Subjects:
Banking industry
Legal evidence
Macroeconomics
Actions & defenses (Law)
Trusts & trustees
Interest rates
Monetary policy
Online Access:View this record in EBSCOhost