1   Artículos

 
en línea
Dirk Visser,Gary van Vuuren    
AbstractA stress-testing model to evaluate liquidity and systemic risk in banks of developed and emerging economies has been assembled and tested. The Liquidity Stress Tester model (LST) was applied to Dutch and UK markets during crisis and non-crisis pe... ver más
Revista: Journal of Economic and Financial Sciences (JEF)    Formato: Electrónico

« Anterior     Página: 1 de 1     Siguiente »