A compound option approach to model the interrelation between banking crises and country defaults : the case of Hungary 2008
Year of publication: |
2010
|
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Authors: | Maltritz, Dominik |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 12, p. 3025-3036
|
Subject: | Bankenkrise | Banking crisis | Kreditrisiko | Credit risk | Ungarn | Hungary | 2008 |
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