Measuring Financial Stability: Applying the MfRisk Model to the Netherlands
Year of publication: |
2005-03
|
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Authors: | End, Jan Willem van den ; Tabbae, Mostafa |
Institutions: | de Nederlandsche Bank |
Subject: | financial stability | default risk | option model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G28 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation |
Source: |
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