Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Gechun Liang; Eva Lütkebohmert; Wei Wei
| Year of publication: |
2015
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|---|---|
| Authors: | Liang, Gechun ; Lütkebohmert, Eva ; Wei, Wei |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 4, p. 271-302
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| Subject: | Structural credit risk model | Debt run | Liquidity risk | First passage time | Optimal stopping time | Kreditrisiko | Credit risk | Theorie | Theory | Kapitalstruktur | Capital structure | Liquidität | Liquidity | Betriebliche Liquidität | Corporate liquidity | Kreditderivat | Credit derivative | Bankenliquidität | Bank liquidity | Bankenkrise | Banking crisis | Stochastischer Prozess | Stochastic process | Insolvenz | Insolvency |
| Extent: | Ill., graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378101