Modelling the interaction between market and credit risk for different economic environments under Basel III

Additional Metadata
Keywords	Credit risk; Market risk; Business Cycle; Vasicek; MIDAS
Thesis Advisor	Pick, A.
Persistent URL	hdl.handle.net/2105/55717
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Wal, A. van der. (2021). Modelling the interaction between market and credit risk for different economic environments under Basel III. In Econometrie.http://hdl.handle.net/2105/55717

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