A market-based approach to sector risk determinants and transmission in the euro area
Year of publication: |
2013
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Authors: | Saldías, Martín |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 11, p. 4534-4555
|
Subject: | Macro-prudential analysis | Portfolio credit risk measurement | Common correlated effects | Contingent claims analysis | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Eurozone | Euro area | Portfolio-Management | Portfolio selection | Theorie | Theory |
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