
Credit and liquidity risk in the determination of spread over business cycles
Author(s) -
Eduardo Medeiros Rubik,
Vinícius Amorim Sobreiro,
Herbert Kimura
Publication year - 2021
Publication title -
international journal of financial innovation in banking
Language(s) - English
Resource type - Journals
eISSN - 2055-6799
pISSN - 2055-6780
DOI - 10.1504/ijfib.2021.114933
Subject(s) - market liquidity , business , credit risk , liquidity risk , monetary economics , financial system , economics , actuarial science , finance