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Asymmetric estimation of DVAs: Evidence based on structural credit risk models

Research output: Working paper

Unpublished

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Asymmetric estimation of DVAs: Evidence based on structural credit risk models. / Lin, Wen; Panaretou, Argyro; Pawlina, Grzegorz.
Lancaster: The Department of Accounting and Finance, 2018.

Research output: Working paper

Harvard

Lin, W, Panaretou, A & Pawlina, G 2018 'Asymmetric estimation of DVAs: Evidence based on structural credit risk models' The Department of Accounting and Finance, Lancaster.

APA

Lin, W., Panaretou, A., & Pawlina, G. (2018). Asymmetric estimation of DVAs: Evidence based on structural credit risk models. The Department of Accounting and Finance.

Vancouver

Lin W, Panaretou A, Pawlina G. Asymmetric estimation of DVAs: Evidence based on structural credit risk models. Lancaster: The Department of Accounting and Finance. 2018.

Author

Lin, Wen ; Panaretou, Argyro ; Pawlina, Grzegorz. / Asymmetric estimation of DVAs : Evidence based on structural credit risk models. Lancaster : The Department of Accounting and Finance, 2018.

Bibtex

@techreport{4f05df0adbbd42a0a7503219065c714d,
title = "Asymmetric estimation of DVAs: Evidence based on structural credit risk models",
author = "Wen Lin and Argyro Panaretou and Grzegorz Pawlina",
year = "2018",
language = "English",
publisher = "The Department of Accounting and Finance",
type = "WorkingPaper",
institution = "The Department of Accounting and Finance",

}

RIS

TY - UNPB

T1 - Asymmetric estimation of DVAs

T2 - Evidence based on structural credit risk models

AU - Lin, Wen

AU - Panaretou, Argyro

AU - Pawlina, Grzegorz

PY - 2018

Y1 - 2018

M3 - Working paper

BT - Asymmetric estimation of DVAs

PB - The Department of Accounting and Finance

CY - Lancaster

ER -