How safe are european safe bonds? : an analysis from the perspective of modern credit risk models
Rüdiger Frey, Kevin Kurt, Camilla Damian
| Year of publication: |
2020
|
|---|---|
| Authors: | Frey, Rüdiger ; Kurt, Kevin ; Damian, Camilla |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 119.2020, p. 1-18
|
| Subject: | European monetary union | European safe bonds | Markov modulated affine models | Securitization of credit risk | Kreditrisiko | Credit risk | Eurozone | Euro area | EU-Staaten | EU countries | Theorie | Theory | Verbriefung | Securitization | Anleihe | Bond | Zinsstruktur | Yield curve | Eurobond | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105939 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012521283