Liquidation equilibrium with seniority and hidden CDO
C. Gourieroux; J. C. Heam; A. Monfort
| Year of publication: |
2013
|
|---|---|
| Authors: | Gouriéroux, Christian ; Heam, J. C. ; Monfort, Alain |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 12, p. 5261-5274
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| Subject: | Collateralized debt obligation | Contagion | Solvency risk | Value-of-the firm model | Liquidation equilibrium | Contagion premium | Systemic risk | Systemrisiko | Kreditderivat | Credit derivative | Ansteckungseffekt | Contagion effect | Kreditrisiko | Credit risk | Theorie | Theory | Finanzkrise | Financial crisis | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | Betriebliche Liquidität | Corporate liquidity | Kreditsicherung | Collateral | Risiko | Risk | Bankenliquidität | Bank liquidity |
| Extent: | 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/10010343737