The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application
| Year of publication: |
2010
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|---|---|
| Authors: | Turk Ariss, Rima |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 34.2010, 4, p. 735-752
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