Pages that link to "Item:Q496578"
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The following pages link to Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578):
Displaying 14 items.
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- A structural model of debt pricing with creditor-determined liquidation (Q964566) (← links)
- The shadow costs of repos and bank liability structure (Q1656772) (← links)
- Liquidity backstops and dynamic debt runs (Q2191513) (← links)
- When do creditors with heterogeneous beliefs agree to run? (Q2339117) (← links)
- Credit risk analysis with creditor's option to extend maturities (Q2397783) (← links)
- On preferences related party transactions, financial anomalies and the willingness to repay debt based on structural equation (Q2892444) (← links)
- ILLIQUIDITY COMPONENT OF CREDIT RISK - THE 2015 LAWRENCE R. KLEIN LECTURE (Q2956888) (← links)
- A Multiperiod Bank Run Model for Liquidity Risk* (Q4554577) (← links)
- Rollover risk and credit risk under time-varying margin (Q4555090) (← links)
- Dynamic Leveraging–Deleveraging Games (Q5130486) (← links)
- Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- Dynamic debt issuance with jumps (Q6146113) (← links)