id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
hassl-827	Rehan, Raja ; Chhapra, Imran Umer ; Zain, Ali 	Assets Pricing and Equity Duration Paradox	2019	14	.pdf	application/pdf	8174	474	62	When banks can hedge their exposure to changes in interest rates by the matching of assets and liabilities, they are less affected by fluctuation in interest rate. When it comes to the US banks there was a negative impact by the change of interest rate or the fluctuation in interest rates on the stock returns of banks (Lynge and Zumwalt, 1980; Bae, 1990; Kwan, 1991; Dinenis and Staikouras, 1998; Czaja and Scholz, 2007).	cache/hassl-827.pdf	txt/hassl-827.txt