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An Unexpected Crisis? Looking at Pricing Effectiveness of Heterogeneous Banks

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  • Valerio Vacca

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  • Valerio Vacca, 2017. "An Unexpected Crisis? Looking at Pricing Effectiveness of Heterogeneous Banks," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 46(2), pages 171-206, July.
    • Handle: RePEc:bla:ecnote:v:46:y:2017:i:2:p:171-206
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    8. Robert A. Jarrow & David Lando & Stuart M. Turnbull, 2008. "A Markov Model for the Term Structure of Credit Risk Spreads," World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 18, pages 411-453, World Scientific Publishing Co. Pte. Ltd..
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