Equilibrium risk shifting and interest rate in an opaque financial system
Year of publication: |
2013
|
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Authors: | Challe, Edouard ; Mojon, Benoît ; Ragot, Xavier |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 63.2013, p. 117-133
|
Subject: | Risk shifting | Portfolio correlation | Financial opacity | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Zins | Interest rate | Theorie | Theory | Korrelation | Correlation | Risikomanagement | Risk management | Finanzmarkt | Financial market |
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