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List of Document
Title Author/Affiliation Topic Year of Publication
Sovereign Financial Guarantees Tomas Magnusson - The Swedish National Debt Office Cost and Risk 1999
Modelling Interest Rates for Public Debt Management Adamo Uboldi - Università "La Sapienza" di Roma Facoltà di Scienze Matematiche, Fisiche e Naturali Cost and Risk 2004
Fixed Income Pricing Qiang Dai, Kenneth Singleton - Stern School of Business, New York University, Graduate School of Business, Stanford University and NBER Cost and Risk 2002
Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis Andrew K. Rose, Mark Spiegel - University of California, Berkeley, USA, Vice President International Research Cost and Risk 2011
Institutions, Public Debt and Foreign Finance Nicola Gennaioli, Alberto Martin, Stefano Rossi - Stockholm University, Universitat Pompeu Fabra, Stockholm School of Economics Cost and Risk 2009
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe Andrew Ang, Francis Longstaff - Columbia Business School, UCLA Anderson Graduate School of Management Cost and Risk 2011
Dispelling Fiscal Illusions : How Much Progress Have Governments Made in Getting Assets and Liabilities on Balance Sheet? Timothy Irwin - International Monetary Fund Cost and Risk 2016
Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premiums Marcello Pericoli, Marco Taboga - Bank of Italy. Economic Research Department. marcello.pericoli@bancaditalia.it, Bank of Italy. Economic Research Department. marco.taboga@bancaditalia.it Cost and Risk 2006
The Term-Structure of Sovereign Default Risk in Colombia and its Determinants Jair Ojeda-Joya, José E. Gómez-González - Central Bank of Colombia, Central Bank of Colombia Cost and Risk 2012
Time-Changed Lévy LIBOR Market Model for the Joint Estimation and Pricing of Caps and Swaptions Markus Leippold, Jacob Stromberg - University of Zurich, Swiss Finance Institute Cost and Risk 2012

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