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Published by BiblioGov, 2012
ISBN 10: 1249454751ISBN 13: 9781249454755
Seller: Buchpark, Trebbin, Germany
Book
Condition: Wie neu. Zustand: Wie neu | Seiten: 32.
Published by BiblioGov, 2012
ISBN 10: 1249454751ISBN 13: 9781249454755
Seller: moluna, Greven, Germany
Book
Condition: New. KlappentextThis paper investigates contagion in the German interbank market under the assumption of a stochastic loss given default (LGD). We combine a unique data set about the LGD of interbank loans with detailed data about interbank e.