Credit risk interconnectedness : What does the market really know?
Puriya Abbassi, Christian Brownlees, Christina Hans, Natalia Podlich
| Year of publication: |
April 2017
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|---|---|
| Authors: | Abbassi, Puriya ; Brownlees, Christian ; Hans, Christina ; Podlich, Natalia |
| Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 29.2017, p. 1-12
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| Subject: | Credit risk | Networks | CDS | Interbank lending | Portfolio distance | Kreditrisiko | Kreditderivat | Credit derivative | Portfolio-Management | Portfolio selection | Kreditgeschäft | Bank lending | Interbankenmarkt | Interbank market | Basler Akkord | Basel Accord |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfs.2017.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825576