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Arnold, Lutz G. ; Reeder, Johannes ; Trepl, Stefanie

Single‐name Credit Risk, Portfolio Risk and Credit Rationing

Arnold, Lutz G., Reeder, Johannes and Trepl, Stefanie (2014) Single‐name Credit Risk, Portfolio Risk and Credit Rationing. Economica 81 (322), pp. 311-328.

Date of publication of this fulltext: 19 Dec 2024 08:12
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Item typeArticle
Journal or Publication TitleEconomica
Publisher:WILEY-BLACKWELL
Place of Publication:HOBOKEN
Volume:81
Number of Issue or Book Chapter:322
Page Range:pp. 311-328
Date2014
InstitutionsBusiness, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Theoretische Volkswirtschaft (Prof. Dr. Lutz Arnold)
Identification Number
ValueType
10.1111/ecca.12075DOI
KeywordsSTIGLITZ-WEISS MODEL; IMPERFECT INFORMATION; BUSINESS-CYCLE; MARKETS; MANAGEMENT; EQUILIBRIUM; INVESTMENT;
Dewey Decimal Classification300 Social sciences > 330 Economics
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgYes
Item ID61620

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