Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model |
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Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (English)
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22 September 2015
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structural credit risk model
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debt run
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liquidity risk
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first passage time
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optimal stopping time
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