Liquidity risk, credit risk and the overnight interest rate spread: a stochastic volatility modelling approach
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Munich
CESifo
2010
|
| Series: | CESifo working papers
3115 : Category 7, Monetary policy and international finance |
| Item Description: | Auch im Internet unter den Adressen www.SSRN.com, www.RePEc.org und www.CESifo-group.de verfügbar |
| Physical Description: | 18 S. graph. Darst. |
Staff View
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| indexdate | 2024-07-09T23:03:18Z |
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| 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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