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Title Author/Affiliation Topic Year of Publication
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
Sovereign and Bank Credit Risk during the Global Financial Crisis Irina Stanga - University of Groningen, Faculty of Economics & Business, Netherlands Cost and Risk 2011
Sovereign Credit Risk and Government Effectiveness Jean-Claude Cosset, Alexandre Jeanneret - HEC Montreal, HEC Montreal Cost and Risk 2013
Sovereign and Bank CDS Spreads: Two Sides of the Same Coin for European Bank Default Predictability? Davide Avino, John Cotter - University College Dublin, University College Dublin Cost and Risk 2013
Reward-to-Risk Ratios in Turkish Financial Markets Yigit Atilgan, K. Ozgur Demirtas - Sabanci University, CUNY Baruch College Cost and Risk 2012

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