Assessing the credit risk of money market funds during the eurozone crisis
Year of publication: |
August 2016
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Authors: | Collins, Sean Scanlon ; Gallagher, Emily |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 25.2016, p. 150-165
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Subject: | Money market mutual fund | Credit risk | Copula | Default probability | Break-the-buck | Kreditrisiko | Geldmarktfonds | Money market fund | Finanzkrise | Financial crisis | Eurozone | Euro area | Geldmarkt | Money market | Geldpolitik | Monetary policy |
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