Modelling EA banks default rates with jointly spanned and unspanned interest rates and unspanned BEI rates
Open Access
- 22 January 2020
- journal article
- Published by Virtus Interpress in Risk Governance and Control: Financial Markets & Institutions
- Vol. 10 (1), 37-51
- https://doi.org/10.22495/rgcv10i1p3
Abstract
This work is licensed under a Creative Commons Attribution 4.0 International License. Abstract The paper quantifies the influence of interestKeywords
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