Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information / Liliana Schumacher, Theodore Barnhill.

Saved in:
Bibliographic Details
Online Access: Full Text (via IMF e-Library)
Main Author: Schumacher, Liliana
Other Authors: Barnhill, Theodore
Format: eBook
Language:English
Published: Washington, D.C. : International Monetary Fund, 2011.
Series:IMF working paper ; WP/2011/263.