Understanding liquidity and credit risks in the financial crisis
Year of publication: |
2011
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Authors: | Gefang, Deborah ; Koop, Gary ; Potter, Simon M. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 5, p. 903-914
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Subject: | Dynamic factor model | LIBOR-OIS spread | Credit default swap | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Kreditderivat | Credit derivative | Insolvenz | Insolvency | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond |
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