Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk
Crossref DOI link: https://doi.org/10.1007/s10479-017-2438-y
Published Online: 2017-02-24
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gubareva, Mariya http://orcid.org/0000-0001-6829-7021
Borges, Maria Rosa http://orcid.org/0000-0001-5340-471X
Funding for this research was provided by:
UECE - Research Unit on Complexity and Economics
License valid from 2017-02-24