Rollover risk and credit risk under time-varying margin
He, Xue-Zhong, Lütkebohmert, Eva, Xiao, YajunVolume:
17
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2016.1203071
Date:
March, 2017
File:
PDF, 719 KB
english, 2017