How safe are european safe bonds? : an analysis from the perspective of modern credit risk models
Year of publication: |
2020
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Authors: | Frey, RĂ¼diger ; Kurt, Kevin ; Damian, Camilla |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 119.2020, p. 1-18
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Subject: | European monetary union | European safe bonds | Markov modulated affine models | Securitization of credit risk | Kreditrisiko | Credit risk | EU-Staaten | EU countries | Theorie | Theory | Eurozone | Euro area | Verbriefung | Securitization | Anleihe | Bond | Zinsstruktur | Yield curve |
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