Systemic risk analysis using forward-looking distance-to-default series

Journal of Financial Stability

Volumn 9, Issue 4, 2013, Pages 498-517

  Saldías, Martín ^a  

^a BANCO DE PORTUGAL   (Portugal)

Author keywords

Banking crises; Contingent claims analysis; Systemic risk

Indexed keywords

EID: 84901840304     PISSN: 15723089     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfs.2013.07.003     Document Type: Article

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