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

✍ 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
• DOI: 10.1111/j.1467-9957.2012.02330.x