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~isPartOf:"The Manchester School"
~person:"Caporale, Guglielmo Maria"
~person:"Kwapil, Claudia"
~subject:"EU countries"
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Kwapil, Claudia
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Liquidity risk, credit risk and the overknight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
The Manchester School
81
(
2013
)
6
,
pp. 925-940
Persistent link: https://www.econbiz.de/10010341577
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