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Title Author/Affiliation Topic Year of Publication
Ending over-lending: assessing systemic risk with debt to cash flow Bruce A. Ramsay, Peter Sarlin - Cascadia Monetary Research, Canada, Goethe University Frankfurt Cost and Risk 2015
Public Debt Sustainability and Management in a Compound Option Framework Jorge A. Chan-Lau, André O. Santos Cost and Risk 2010
Analyzing Default Risk and Liquidity Demand during a Financial Crisis:The Case of Canada Jason Allen, Ali Hortaçsu, Jakub Kastl - Financial Stability Department Bank of Canada, Department of Economics University of Chicago and NBER, Department of Economics Stanford University and NBER Cost and Risk 2011
An indicator of systemic liquidity risk in the Italian financial markets Eleonora Iachini, Stefano Nobili - Bank of Italy, Bank of Italy Cost and Risk 2014
Drivers of Systemic Banking Crises - The Role of Bank-Balance-Sheet Contagion and Financial Account Structure Rudiger Ahrend, Antoine Goujard - OECD, London School of Economics Cost and Risk 2011
What Are the Driving Factors behind the Rise of Spreads and CDSs of Euro-area Sovereign Bonds? Nicholas Apergis, Emmanuel Mamatzakis - University of Piraeus, Greece, University of Piraeus, Greece Cost and Risk 2012
The Derivatives Market in South Africa: Lessons for sub-Saharan African Countries Janet Adelegan Olatundun - IMF Cost and Risk 2009
The Determinants of Joint Sovereign Default Risk in the Euro Area Deyan Radev, Denis Gorea - University of Mainz, Germany, Goethe University Frankfurt, Germany Cost and Risk 2012
CDS Zombies Anna Gelpern, G. Mitu Gulati - American University Washington, Duke University, Durham USA Cost and Risk 2012
Sovereign ALM Framework for DMOs: What do country experiences suggest? Fatos Koc - Turkish Treasury Cost and Risk 2014

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