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1	Maturity mismatching and its impact on the yield curve / Maturity mismatching and its impact on the yield curve Němec, Petr January 2016 (has links) This diploma thesis deals with a new discord in the Austrian economic theory about the effects of maturity mismatching practiced by banks on the shape of the yield curve and defines the not yet established concept of the natural yield curve. The conflicting contributions of Austrian authors are compared for that purpose. Based on this comparison, a coherent theory of the effects of maturity mismatching is presented in a framework of the loanable funds market. A definition of the natural yield curve is then produced by a synthesis of the above-mentioned findings and the Austrian theory of the natural rate of interest. Theoretical research leads to the conclusion that one form of maturity mismatching inevitably results in an Austrian business cycle. The empirical section examines the question of yield curve´s behavior under the influence of maturity mismatching. An explanation concerning the selected hypotheses and their lack of confirmation is given.
2	Choice of contract maturity with applications to international and mortgage lending Touna Mama, Albert Le Grand January 2008 (has links) Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal. Hypothèque à taux fixe Fixed-rate mortgage Hypothèque à taux variable Adjustable-rate mortgage Crise asiatique Asian crisis Dette extérieure à court terme Maturity mismatch Épargne de précaution Precautionary saving Flexibilité Flexibility Auto assurance Self-insurance Durée du contrat Contract lenght
3	Choice of contract maturity with applications to international and mortgage lending Touna Mama, Albert Le Grand January 2008 (has links) Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal Hypothèque à taux fixe Fixed-rate mortgage Hypothèque à taux variable Adjustable-rate mortgage Crise asiatique Asian crisis Dette extérieure à court terme Maturity mismatch Épargne de précaution Precautionary saving Flexibilité Flexibility Auto assurance Self-insurance Durée du contrat Contract lenght

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