Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model
Lin, Saiyan, Chen, Rongda, Lv, Zhihong, Zhou, Tianqing, Jin, ChengluVolume:
50
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2019.101004
Date:
November, 2019
File:
PDF, 1.65 MB
english, 2019