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2024-03-23T02:38:07Z
serval:BIB_85D7F107AB50
Credit and liquidity in interbank rates: A quadratic approach
10.1016/j.jbankfin.2016.03.014
000377837000003
Dubecq
S.
author
Monfort
A.
author
Renne
J.-P.
author
Roussellet
G.
author
article
2016
Journal of Banking and Finance
0378-4266
journal
68
29-46
Quadratic term-structure model
Liquidity risk
Credit risk
Interbank market
Unconventional monetary policy
eng
60_published
peer-reviewed