Does Modeling Framework Matter?A Comparative Study of Structural and Reduced-Form Models
Year of publication: |
2011-01-04
|
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Authors: | Gündüz, Yalın ; Uhrig-Homburg, Marliese |
Institutions: | Deutsche Bundesbank <Frankfurt, Main> ; Institut für Industrielle Informationstechnik <Karlsruhe> |
Subject: | Leverage-Effekt | Ausfallrisiko | Swap | Kreditrisiko | Strukturmodell |
Extent: | 312320 bytes 48 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G13 - Contingent Pricing; Futures Pricing ; Financial theory ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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