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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| 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 |
| Does a Central Clearing Counterparty Reduce Counterparty Risk? | Darrell Duffie, Haoxiang Zhu - Stanford University, Stanford University | Cost and Risk | 2009 |
| Review of Discrete and Continuous Processes in Finance: Theory and Applications | Attilio Meucci | Cost and Risk | 2009 |
| Marking-to-Market Government Guarantees to Financial Systems Theory and Evidence for Europe | Angelo Bonanni, Umberto Cherubini - Istituto di Economia e Finanza, Università Cattolica del Sacro Cuore, Milano, Dipartimento di Matematica per le Scienze Economiche e Sociali,Università degli Studi di Bologna | Cost and Risk | 2011 |
| Redesigning Credit Derivatives to Better Cover Sovereign Default Risk | Darrell Duffie, Mohit Thukral - Stanford University, Stanford University | Cost and Risk | 2012 |
| Sovereign credit ratings in the European Union: a model-based fiscal analysis | Vito Polito, Michael R. Wickens | Cost and Risk | 2013 |
| Measuring the systemic importance of interconnected banks | Mathias Drehmann, Nikola Tarashev - Bank for International Settlements (BIS), Bank for International Settlements (BIS) | Cost and Risk | 2011 |
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