Duration of Demand Deposits in Theory
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F15%3A10311890" target="_blank" >RIV/00216208:11230/15:10311890 - isvavai.cz</a>
Alternative codes found
RIV/61384399:31110/15:00047141
Result on the web
<a href="http://dx.doi.org/10.1016/S2212-5671(15)00738-8" target="_blank" >http://dx.doi.org/10.1016/S2212-5671(15)00738-8</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/S2212-5671(15)00738-8" target="_blank" >10.1016/S2212-5671(15)00738-8</a>
Alternative languages
Result language
angličtina
Original language name
Duration of Demand Deposits in Theory
Original language description
This paper deals theoretically the estimation of duration of demand deposits that are defined as non-maturing products without any defined liquidity and interest rate behaviour by a contract as maturing products. Due to this fact, banks estimate liquidity and interest rate characteristics including duration of demand deposits by their internal models. We also describe the procedure called ""replicating portfolios"" than can be used to estimate duration of demand deposits.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA14-02108S" target="_blank" >GA14-02108S: The nexus between sovereign and bank crises</a><br>
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Procedia economics and finance
ISBN
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ISSN
2212-5671
e-ISSN
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Number of pages
7
Pages from-to
278-284
Publisher name
Elsevier Science BV
Place of publication
Amsterdam
Event location
Prague
Event date
May 29, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000361625200032