The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk
Crossref DOI link: https://doi.org/10.1007/s10693-019-00321-9
Published Online: 2019-07-10
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Löffler, Gunter http://orcid.org/0000-0001-9341-8796
Text and Data Mining valid from 2019-07-10
Version of Record valid from 2019-07-10
Article History
Received: 15 October 2018
Revised: 9 May 2019
Accepted: 20 June 2019
First Online: 10 July 2019