Open AccessMarket uncertainty and interest rate risk of commercial banks based on duration, modified duration, convexity and F-W model: Evidence from COVID-19 epidemic
Author(s) -
Hongce Chen,
Haolong Li,
Lin Ma,
Yanlin Yang
Publication year - 2022
Publication title -
bcp business and management
Language(s) - English
Resource type - Journals
ISSN - 2692-6156
DOI - 10.54691/bcpbm.v27i.1954
Subject(s) - interest rate , interest rate risk , economics , duration (music) , financial economics , actuarial science , monetary economics , business , art , literature