Liquidation equilibrium with seniority and hidden CDO
Year of publication: |
2013
|
---|---|
Authors: | Gouriéroux, Christian ; Heam, J. C. ; Monfort, Alain |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 5261-5274
|
Subject: | Collateralized debt obligation | Contagion | Solvency risk | Value-of-the firm model | Liquidation equilibrium | Contagion premium | Systemic risk | Finanzdienstleistung | Financial services | Theorie | Theory | Ansteckungseffekt | Contagion effect | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | CAPM | Finanzkrise | Financial crisis | Kreditderivat | Credit derivative | Betriebliche Liquidität | Corporate liquidity | Bankenliquidität | Bank liquidity | Systemrisiko |
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