LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH
| Year of publication: |
2013
|
|---|---|
| Authors: | BEIRNE, JOHN ; CAPORALE, GUGLIELMO MARIA ; SPAGNOLO, NICOLA |
| Published in: |
Manchester School. - School of Economics, ISSN 1463-6786. - Vol. 81.2013, 6, p. 925-940
|
| Publisher: |
School of Economics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010712681