The term structure of interbank risk
Damir Filipović; Anders B. Trolle
| Year of publication: |
2013
|
|---|---|
| Authors: | Filipović, Damir ; Trolle, Anders B. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 109.2013, 3, p. 707-733
|
| Subject: | Interbank risk | LIBOR | Interest rate swaps | Default risk | Liquidity | Zinsstruktur | Yield curve | Zinsderivat | Interest rate derivative | Geldmarkt | Money market | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Risiko | Risk | Interbankenmarkt | Interbank market | Theorie | Theory | Bankenliquidität | Bank liquidity | Risikoprämie | Risk premium | Swap | Risikomanagement | Risk management |
| 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/10010205349