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国外核心存款研究综述 被引量:7

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摘要 本文首先界定了核心存款的定义和种类 ,随后从核心存款余额的性质、支付利率的特性以及核心存款的估价方法和溢价特性等方面对国外相关文献进行了归纳和总结 。
作者 吴许均
出处 《外国经济与管理》 CSSCI 北大核心 2004年第5期38-41,共4页 Foreign Economics & Management
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参考文献7

  • 1Hutehison, D. , George, P.. Measuring Rents and Interest Rate Risk in Imperfect Firmneial Markets: The Case of Retail Deposits[J]. Journal of Financial and Quantitative Analysis, 1996, 31 (9): 399-417.
  • 2James, M. O.. Estimating the Value and Interest Rate Risk of Interest-bearing Transactions Deposits[R]. Federal Reserve Bank of Philadelphia Working Paper, 2000.
  • 3Janosi, T. , Jarrow, R. , Ferdinando, Z.. An Empirical Analysis of the Jarrow-van Deventer Model for Valuing Non-Maturity Deposits[J]. Journal of Derivatives, 1999, 7, Fall: 8-31.
  • 4Kahn, Charles, Pennacchi, George, Ben, S.. Bank Deposit Clustering: Theory and Empirical Evidence[J]. Journal of Finance, 1999, 54(12): 2 185-2 214.
  • 5O'Brien, James, Orphanides, Athanasios, David, S.. Estimating the Interest Rate Sensitivity of Liquid Retail Deposits. Proceedings of a Conference on Bank Structure and Competition[J]. Chicago Federal Reserve Bank, 1994, (5) :400-435.
  • 6Pennacchi, G.. The Value of Guarantees on Pension Fund Retums[J]. The Journal of Risk and Insurance, 1999, 66,(2) : 219-237.
  • 7Sharpe, S.. The Effect of Consumer Switching Costs on Prices: A Theory and its Application to the Bank Deposit Market[J]. Review of Industrial Organization, 1997, 12(1): 79-94.

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