Can liquidity risk be subsumed in credit risk?
Subtitle: a case study from Brady bond prices
By: by Henri Pagès.
Contributors: Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 101; BIS working papers (Online) ;; no. 101.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 2001
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Brady bonds -- Econometric models.; Liquidity (Economics) -- Econometric models.; Credit -- Econometric models.; Risk assessment -- Econometric models.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 5, 2003).
"July 2001."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.