Credit and liquidity in interbank rates : a quadratic approach
Simon Dubecq, Alain Monfort, Jean-Paul Renne, Guillaume Roussellet
| Year of publication: |
July 2016
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|---|---|
| Authors: | Dubecq, Simon ; Monfort, Alain ; Renne, Jean-Paul ; Roussellet, Guillaume |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 68.2016, p. 29-46
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| Subject: | Quadratic term-structure model | Liquidity risk | Credit risk | Interbank market | Unconventional monetary policy | Kreditrisiko | Geldpolitik | Monetary policy | Bankenliquidität | Bank liquidity | Zinsstruktur | Yield curve | Interbankenmarkt | Geldmarkt | Money market | Liquidität | Liquidity | Theorie | Theory | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.03.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634788