Liquidity mismatch measurement
Year of publication: |
2014
|
---|---|
Authors: | Brunnermeier, Markus Konrad ; Gorton, Gary ; Krishnamurthy, Arvind |
Published in: |
Risk topography : systemic risk and macro modeling. - Chicago, Ill. [u.a.] : Univ. of Chicago Press, ISBN 978-0-226-07773-4. - 2014, p. 99-112
|
Subject: | Bankenliquidität | Bank liquidity | Bankrisiko | Bank risk | Risikomaß | Risk measure | Indexberechnung | Index construction | Theorie | Theory |
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