RETAIL BANK DEPOSIT PRICING - AN INTERTEMPORAL ASSET PRICING APPROACH

[1] AUSUBEL LM, 1990, UNPUB RIGIDITY ASYMM

[2] BERGER AN, 1989, REV ECON STAT, V24, P291

[3] ON CASH-IN-ADVANCE MODELS OF MONEY DEMAND AND ASSET PRICING [J]. JOURNAL OF MONEY CREDIT AND BANKING, 1991, 23 (02) : 224 - 242

[4] DURATION AND THE MEASUREMENT OF BASIS RISK [J]. JOURNAL OF BUSINESS, 1979, 52 (01) : 51 - 61

[5] DAVIS RG, 1987, Q REV WIN, P6

[6] DIEBOLD FX, 1990, J EC BUSINESS STATIS, V8, P282

[7] MONEY AND BANKING IN A CASH-IN-ADVANCE ECONOMY [J]. INTERNATIONAL ECONOMIC REVIEW, 1988, 29 (04) : 681 - 705

[8] FLANNERY MJ, 1982, AM ECON REV, V72, P527

[9] GIOVANNINI A, 1989, J MONETARY ECON, V10, P335

[10] Hannan T. H., 1991, FINANCE EC DISCUSSIO

[1] AUSUBEL LM, 1990, UNPUB RIGIDITY ASYMM

[2] BERGER AN, 1989, REV ECON STAT, V24, P291

[3] ON CASH-IN-ADVANCE MODELS OF MONEY DEMAND AND ASSET PRICING [J]. JOURNAL OF MONEY CREDIT AND BANKING, 1991, 23 (02) : 224 - 242

[4] DURATION AND THE MEASUREMENT OF BASIS RISK [J]. JOURNAL OF BUSINESS, 1979, 52 (01) : 51 - 61

[5] DAVIS RG, 1987, Q REV WIN, P6

[6] DIEBOLD FX, 1990, J EC BUSINESS STATIS, V8, P282

[7] MONEY AND BANKING IN A CASH-IN-ADVANCE ECONOMY [J]. INTERNATIONAL ECONOMIC REVIEW, 1988, 29 (04) : 681 - 705

[8] FLANNERY MJ, 1982, AM ECON REV, V72, P527

[9] GIOVANNINI A, 1989, J MONETARY ECON, V10, P335

[10] Hannan T. H., 1991, FINANCE EC DISCUSSIO