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The link between the share of banks' Level 3 assets and their default risk and default costs

The link between the share of banks' Level 3 assets and their default risk and default costs

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MOHRMANN, Ulf, Jan RIEPE, 2019. The link between the share of banks' Level 3 assets and their default risk and default costs. In: Review of Quantitative Finance and Accounting. 52(4), pp. 1163-1189. ISSN 0924-865X. eISSN 1573-7179. Available under: doi: 10.1007/s11156-018-0740-7

@article{Mohrmann2019-05betwe-43643, title={The link between the share of banks' Level 3 assets and their default risk and default costs}, year={2019}, doi={10.1007/s11156-018-0740-7}, number={4}, volume={52}, issn={0924-865X}, journal={Review of Quantitative Finance and Accounting}, pages={1163--1189}, author={Mohrmann, Ulf and Riepe, Jan} }

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