Measuring banks' liquidity risk : an option-pricing approach
Year of publication: |
2020
|
---|---|
Authors: | Zhang, Jinqing ; He, Liang ; An, Yunbi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 111.2020, p. 1-18
|
Subject: | Bank runs | Insolvency risk | Liquidity ratio | Liquidity risk | Option pricing | Bankenliquidität | Bank liquidity | Liquidität | Liquidity | Risiko | Risk | Finanzdienstleistung | Financial services | Bankenkrise | Banking crisis | Insolvenz | Insolvency | Betriebliche Liquidität | Corporate liquidity | Optionspreistheorie | Option pricing theory | Risikomaß | Risk measure | Bankrisiko | Bank risk |
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