Open AccessA Multiperiod Bank Run Model for Liquidity Risk*
Author(s) -
Gechun Liang,
Eva Lütkebohmert,
Yajun Xiao
Publication year - 2013
Publication title -
european finance review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.933
H-Index - 61
eISSN - 1573-692X
pISSN - 1382-6662
DOI - 10.1093/rof/rft016
Subject(s) - rollover (web design) , insolvency , market liquidity , debt , credit risk , financial institution , economics , asset (computer security) , liquidity risk , default risk , bankruptcy , value at risk , econometrics , value (mathematics) , actuarial science , monetary economics , business , risk management , finance , mathematics , computer science , statistics , computer security , world wide web
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