Liquidation Equilibrium with Seniority and Hidden CDO
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- Gourieroux, C. & Heam, J.C. & Monfort, A., 2013. "Liquidation equilibrium with seniority and hidden CDO," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5261-5274.
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More about this item
KeywordsCollateralized Debt Obligation; Contagion; Solvency Risk; Value-of-the Firm Model; Liquidation Equilibrium; Contagion premium; Systemic Risk; Stress-Test;
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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