Measuring Financial Stability: Applying the MfRisk Model to the Netherlands
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References listed on IDEAS
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More about this item
Keywordsfinancial stability; default risk; option model;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-04-09 (All new papers)
- NEP-EEC-2005-04-09 (European Economics)
- NEP-FIN-2005-04-09 (Finance)
- NEP-RMG-2005-04-09 (Risk Management)
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