Jean-Guillaume Sahuc

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Bank Rollover Risk and Liquidity Supply Regimes

Number of pages: 66 Posted: 29 Jan 2023
Eric Jondeau, Benoît Mojon and Jean-Guillaume Sahuc
University of Lausanne - Faculty of Business and Economics (HEC Lausanne), Bank for International Settlements (BIS) and affiliation not provided to SSRN
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Abstract:

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Bank rollover risk, bank credit spreads, liquidity supply regimes, multicurve environment, economic activity predictability