Credit and liquidity risk in the determination of spread over business cycles
Year of publication: |
2021
|
---|---|
Authors: | Rubik, Eduardo Medeiros ; Sobreiro, Vinicius Amorim ; Kimura, Herbert |
Published in: |
International journal of financial innovation in banking : IJFIB. - Olney, Bucks : Inderscience Publishers, ISSN 2055-6799, ZDB-ID 2858096-5. - Vol. 3.2021, 1, p. 26-48
|
Subject: | credit risk | liquidity risk | bank spread | business cycle | Kreditrisiko | Credit risk | Konjunktur | Business cycle | Liquidität | Liquidity | Zinsstruktur | Yield curve | Bankenliquidität | Bank liquidity |
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