Measuring banks' liquidity risk : an option-pricing approach
Jinqing Zhang, Liang He, Yunbi An
| Year of publication: |
2020
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|---|---|
| Authors: | Zhang, Jinqing ; He, Liang ; An, Yunbi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 111.2020, p. 1-18
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| Subject: | Bank runs | Insolvency risk | Liquidity ratio | Liquidity risk | Option pricing | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Risiko | Risk | Insolvenz | Insolvency | Bankrisiko | Bank risk | Bankenkrise | Banking crisis | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Bankinsolvenz | Bank failure | Risikomanagement | Risk management | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.105703 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012221063