Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model (Q496578)
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scientific article; zbMATH DE number 6484151
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| English | Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model |
scientific article; zbMATH DE number 6484151 |
Statements
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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0.7836778163909912
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0.7769037485122681
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0.7565789222717285
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0.7498819828033447
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0.7367501854896545
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