Article
- Title:
- Systemic Risk Analysis Using Forward-Looking Distance-to-Default Series
- Author:
-
Martín Saldías
(Bank of Portugal)
- Journal:
-
Journal Of Financial Stability
- Year:
- 2013
- Volume:
- 9
- Pages:
- 498-517
- JEL codes:
-
G13 - Contingent Pricing; Futures Pricing
G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure
G33 - Bankruptcy; Liquidation
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