Liquidity risk, credit risk and the overnight interest rate spread: a stochastic volatility modelling approach
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Munich
CESifo
2010
|
| Schriftenreihe: | CESifo working papers
3115 : Category 7, Monetary policy and international finance |
| Beschreibung: | Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar |
| Beschreibung: | 18 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Liquidity risk, credit risk and the overnight interest rate spread |b a stochastic volatility modelling approach |c John Beirne ; Guglielmo Maria Caporale ; Nicola Spagnolo |
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| 700 | 1 | |a Caporale, Guglielmo Maria |e Verfasser |0 (DE-588)12203922X |4 aut | |
| 700 | 1 | |a Spagnolo, Nicola |e Verfasser |4 aut | |
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Datensatz im Suchindex
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| author | Beirne, John Caporale, Guglielmo Maria Spagnolo, Nicola |
| author_GND | (DE-588)137513356 (DE-588)12203922X |
| author_facet | Beirne, John Caporale, Guglielmo Maria Spagnolo, Nicola |
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| building | Verbundindex |
| bvnumber | BV026958704 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)705792712 (DE-599)HBZHT016507105 |
| discipline | Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:18Z |
| institution | BVB |
| language | English |
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| physical | 18 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | CESifo |
| record_format | marc |
| series2 | CESifo working papers |
| spelling | Beirne, John Verfasser (DE-588)137513356 aut Liquidity risk, credit risk and the overnight interest rate spread a stochastic volatility modelling approach John Beirne ; Guglielmo Maria Caporale ; Nicola Spagnolo Munich CESifo 2010 18 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier CESifo working papers 3115 : Category 7, Monetary policy and international finance Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar Caporale, Guglielmo Maria Verfasser (DE-588)12203922X aut Spagnolo, Nicola Verfasser aut CESifo GmbH <München> CESifo working paper series 3115 (DE-604)BV013978326 3115 |
| spellingShingle | Beirne, John Caporale, Guglielmo Maria Spagnolo, Nicola Liquidity risk, credit risk and the overnight interest rate spread a stochastic volatility modelling approach |
| title | Liquidity risk, credit risk and the overnight interest rate spread a stochastic volatility modelling approach |
| title_auth | Liquidity risk, credit risk and the overnight interest rate spread a stochastic volatility modelling approach |
| title_exact_search | Liquidity risk, credit risk and the overnight interest rate spread a stochastic volatility modelling approach |
| title_full | Liquidity risk, credit risk and the overnight interest rate spread a stochastic volatility modelling approach John Beirne ; Guglielmo Maria Caporale ; Nicola Spagnolo |
| title_fullStr | Liquidity risk, credit risk and the overnight interest rate spread a stochastic volatility modelling approach John Beirne ; Guglielmo Maria Caporale ; Nicola Spagnolo |
| title_full_unstemmed | Liquidity risk, credit risk and the overnight interest rate spread a stochastic volatility modelling approach John Beirne ; Guglielmo Maria Caporale ; Nicola Spagnolo |
| title_short | Liquidity risk, credit risk and the overnight interest rate spread |
| title_sort | liquidity risk credit risk and the overnight interest rate spread a stochastic volatility modelling approach |
| title_sub | a stochastic volatility modelling approach |
| volume_link | (DE-604)BV013978326 |
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