Loan price modelling for local governments using risk premium analysis
Andrés Navarro-Galera, Salvador Rayo-Cantón, Juan Lara-Rubio and Dionisio Buendía-Carrillo
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Navarro Galera, Andrés ; Rayo-Cantón, Salvador ; Lara-Rubio, Juan ; Buendía-Carrillo, Dionisio |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 58/60, p. 6257-6276
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| Subject: | loan pricing | probability of default | credit risk premium | local governments | Basel II | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Kreditwürdigkeit | Credit rating | Kommunalverwaltung | Local government |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1068924 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011411925