Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants? - Alessandra Ortolano, Eliana Angelini, 2022
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Balance sheet structure of an individual bank
Risks, Free Full-Text
Risks Special Issue : Credit Risk Management
UML class diagram of the proposed model. The proposed model consists of
Selected Eurozone sovereign spreads (five-year credit default swap
PDF) Fundamental determinants of credit default risk for European and American banks
Daily volatility of portfolio returns in the financial and economic
The auto-correlogram and square of returns in UK market
PDF) The Time-Spatial Dimension of Eurozone Banking Systemic Risk
The auto-correlogram and square of residuals in UK market based on the
PDF) Eurozone Crisis and Banks' Creditworthiness: What is New for Credit Default Swap Spread Determinants?
Risks, Free Full-Text
Alessandra ORTOLANO, Research Assistant, Tuscia University, Viterbo, Tuscia, Department of Economics, Engineering, Society and Business Organization - DEIM
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