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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| Sovereign Risk: A Macro-Financial Perspective | Udaibir S. Das, Maria A. Oliva, Takahiro Tsuda - IMF, IMF, IMF | Cost and Risk | 2012 |
| Scenario-Generation Methods for an Optimal Public Debt Strategy | Massimo Bernaschi, Maya Briani, Marco Papi, Davide Vergni - Head of the Technology Office of the Istituto per le Applicazioni del Calcolo "Mauro Picone" part of the Italian National Research Council (C.N.R.), CNR-Consiglio Nazionale delle Ricerche, IAC-Istituto per le Applicazioni del Calcolo "M.Picone", Viale del Policlinico, 137, 00161 Roma (Italy), Ph. +39-06-88470270, Fax: +39-06-4404306, m.briani@iac.cnr.it, Research Assistant at the Istituto per le Applicazioni del Calcolo "M. Picone", Research unit: "Quantitative and qualitative methods in finance and economics", CNR, Viale del Policlinico 137, I-00161 Roma (Italy), m.papi@iac.cnr.it, Istituto per le Applicazioni del Calcolo "M.Picone", Viale del Policlinico, 137, I-00161 Roma, Italy, Ph. ++39 06 88470205, Fax: ++39 06 4404306, E-mail: d.vergni@iac.cnr.it | Cost and Risk | 2004 |
| Optimal Strategies for the Issuances of Public Debt Securities | Massimiliano and others Adamo, Paola and others Fabbri - Istituto per le Applicazioni del Calcolo “Mauro Picone” – CNR, Viale del Policlinico, 137, 00161 Roma, Italy, Department of the treasury – Italian Ministry of Economy and Finance, Via XX Settembre, 97, 00187 Roma, Italy | Cost and Risk | 2004 |
| Sovereign Debt Defaults and Financing Needs | Mark Kruger, Miguel Messmacher - Executive Director, International Monetary Fund, International Monetary Fund | Cost and Risk | 2004 |
| On Break-even correlation: The way to price structured credit derivatives by replication | Jean-David Fermanian, Olivier Vigneron - CREST-ENSAE, JP-Morgan | Cost and Risk | 2011 |
| Default Risk Transfer between the Eurozone Sovereign and Financial Sectors under the Effect of EFSF | Kai Lisa Lo - Durham Business School | Cost and Risk | 2012 |
| Sovereign Default Risk and Bank Fragility in Financially Integrated Economies | Patrick Bolton, Olivier Jeanne - Columbia Business School, Johns Hopkins University - Department of Economics | Cost and Risk | 2011 |
| Counterparty Risk and the Impact of Collateralization in CDS Contracts | Tomasz R. Bielecki, Igor Cialenco, Ismail Iyigunler - Department of Applied Mathematics, Illinois Institute of Technology, Department of Applied Mathematics, Illinois Institute of Technology, Department of Applied Mathematics, Illinois Institute of Technology | Cost and Risk | 2011 |
| The term structure of sovereign default risk in EMU member countries and its determinants | Stefan Eichlera, Dominik Maltritz - Faculty of Business and Economics, Technische Universitaet Dresden, Dresden, Germany, Faculty of Economics, Law and Social Sciences, Universitaet Erfurt, Erfurt, Germany | Cost and Risk | 2013 |
| The Impact of Margin Interest on the Valuation of Credit Default Swaps | Yu Hang Kan, Claus Pedersen - Columbia University, Barclays Capital | Cost and Risk | 2011 |
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