๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH

โœ Scribed by JOHN BEIRNE; GUGLIELMO MARIA CAPORALE; NICOLA SPAGNOLO


Book ID
119850932
Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
822 KB
Volume
aop
Category
Article
ISSN
1463-6786

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