Work

Interaction of credit and liquidity risks: Modelling and valuation

Year: 2005

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2005.04.026

Author: Harry Zheng

Institution: Imperial College London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2164296552

FWCI: 1.708

Cites: 37

Cited by: 22

Related to: 10