A Multiperiod Bank Run Model for Liquidity Risk* (Q4554577)
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scientific article; zbMATH DE number 6975341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multiperiod Bank Run Model for Liquidity Risk* |
scientific article; zbMATH DE number 6975341 |
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A Multiperiod Bank Run Model for Liquidity Risk* (English)
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8 November 2018
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dynamic bank run model
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liquidity risk
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risky assets
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short- and long-term debt
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credit risk
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