Header and navigation menu

Page content

Documents Archive

Search mode by keywords

List of Document
Title Author/Affiliation Topic Year of Publication
A simulation model framework for government debt analysis Pål Bergström, Anders Holmlund - Swedish National Debt Office, Swedish National Debt Office Cost and Risk 2000
Addressing Interconnectedness: Concepts and Prudential Tools Nicolas Arregui, Mohamed Norat, Antonio Pancorbo, Jodi Scarlata, Eija Holttinen - International Monetary Fund, International Monetary Fund, International Monetary Fund, International Monetary Fund, International Monetary Fund Cost and Risk 2013
The Cost Effectiveness of the UK's Sovereign Debt Portfolio Patrick J. Coe, M. Hashem Pesaran, Shaun P. Vahey - Department of Economics, Carleton University, Ottawa, ON, Canada, Faculty of Economics, Cambridge University, Cambridge, UK, Reserve Bank of New Zealand, The Terrace, Wellington, New Zealand Cost and Risk 2005
Sovereign Risk Premia in the European Bond Government Bond Market Kerstin Bernoth, Jürgen von Hagen, Ludger Schuknecht - ZEI-Center for European Integration Studies. E-mail address: kerstin.bernoth@wiwi.uni-bonn.de, University of Bonn, Indiana University, and CEPR. E-mail address: vonhagen@uni-bonn.de, European Central Bank, E-mail address: ludger.schuknecht@ecb.int. Cost and Risk 2004
The Dynamics of Sovereign Credit Risk Alexandre Jeanneret - University of Lausanne - Swiss Finance Institute Cost and Risk 2009
Transmission of Financial Stress in Europe: The Pivotal Role of Italy and Spain, but not Greece Brenda González-Hermosillo, Christian Johnson - International Monetary Fund, International Monetary Fund Cost and Risk 2014
A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager Michael Papaioannou - International Monetary Fund Cost and Risk 2006
CDS Spreads in European Periphery - Some Technical Issues to Consider Mohsan Bilal, Manmohan Singh - IMF, IMF Cost and Risk 2012
Disentangling the bond-CDS nexus: a stress test model of the CDS market Guillaume Vuillemey, Tuomas A. Peltonen - Sciences-Po, European Central Bank Cost and Risk 2013
Ending over-lending: Assessing systemic risk with debt to cash flow Bruce A. Ramsay, Peter Sarlin - Cascadia Monetary Research, Chestermere, Alberta, Canada, Goethe University Frankfurt, Germany Cost and Risk 2014

131-140 of 281 elements