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subject:"Germany"
~isPartOf:"The Manchester School"
~person:"Caporale, Guglielmo Maria"
~subject:"Großbritannien"
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Germany
Großbritannien
2007
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Bank liquidity
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Bankenliquidität
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Credit risk
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EU countries
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EU-Staaten
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Financial crisis
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Caporale, Guglielmo Maria
Barrios Cobos, Salvador
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Bayoumi, Tamim
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Beirne, John
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Brülhart, Marius
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Cottini, Elena
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Elliott, Robert J. R.
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Holmes, Mark J.
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Overman, Henry G.
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Reimers, Hans-Eggert
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Sarno, Lucio
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The Manchester School
CESifo working papers
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Economics and finance working paper series
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Liquidity risk, credit risk and the overknight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
The Manchester School
81
(
2013
)
6
,
pp. 925-940
Persistent link: https://www.econbiz.de/10010341577
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