Barnhill, T. M., & Rietti Souto, M. (2008). Systemic bank risk in Brazil: An assessment of correlated market, credit, sovereign and inter-bank risk in an environment with stochastic volatilities and correlations. Dt. Bundesbank.
Chicago-Zitierstil (17. Ausg.)Barnhill, Theodore M., und Marcos Rietti Souto. Systemic Bank Risk in Brazil: An Assessment of Correlated Market, Credit, Sovereign and Inter-bank Risk in an Environment with Stochastic Volatilities and Correlations. Frankfurt am Main: Dt. Bundesbank, 2008.
MLA-Zitierstil (9. Ausg.)Barnhill, Theodore M., und Marcos Rietti Souto. Systemic Bank Risk in Brazil: An Assessment of Correlated Market, Credit, Sovereign and Inter-bank Risk in an Environment with Stochastic Volatilities and Correlations. Dt. Bundesbank, 2008.