Estimating the Risk of Joint Defaults : An Application to Central Bank Collateralized Lending Operations
Year of publication: |
2015
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Authors: | Gatarek, Dariusz |
Other Persons: | Jablecki, Juliusz (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Kreditsicherung | Collateral | Zentralbank | Central bank | Kreditgeschäft | Bank lending | Schätzung | Estimation | Geldpolitik | Monetary policy |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 10, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2646552 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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