Extremal Dependence between Return Risk and Liquidity Risk: An Analysis for the Swiss Market
Year of publication: |
2002-04-04
|
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Authors: | Buhl, Christian ; Reich, Christian ; Wegmann, Patrick |
Institutions: | Wirtschaftswissenschaftliches Zentrum <Basel> |
Subject: | Kreditmarkt | Risikomanagement | risk management | Kreditrisiko |
Extent: | 360448 bytes 22 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Management and business planning. General ; Accounting and auditing. Other aspects ; Individual Working Papers, Preprints ; Switzerland. General Resources |
Source: | USB Cologne (business full texts) |
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