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| Title | Author/Affiliation | Topic | Year of Publication |
|---|---|---|---|
| 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 |
| Debt Crises and Risk Sharing: The Role of Markets versus Sovereigns | Sebnem Kalemli- Ozcan, Emiliano E. Luttini, Bent Sørensen - University of Maryland, University of Houston, University of Houston | Cost and Risk | 2014 |
| Benchmark tipping in the global bond market | Lawrence Kreicher, Robert N McCauley, Philip Wooldridge - BIS, BIS, BIS | Cost and Risk | 2014 |
| International Reserves and Rollover Risk | Javier Bianchi, Juan Carlos Hatchondo, Leonardo Martinez - University of Wisconsin, Federal Reserve Bank of Richmond, International Monetary Fund | Cost and Risk | 2013 |
| Sovereign risk: a world without risk-free assets? | Bank for International Settlements Bis | Cost and Risk | 2013 |
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