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Title Author/Affiliation Topic Year of Publication
Estimating Implied Default Probabilities and Recovery Values: The Case of Greece During the 2010 European Debt Crisis Evert B. Vrugt - APG Asset Management, GTAA Fund Cost and Risk 2010
Fiscal Sustainability, Default Risk and Euro Area Sovereign Bond Spreads Markets Vladimir Borgy, Thomas Laubach, Jean-Stéphane Mésonnier, Jean-Paul Renne - Banque de France, Goethe University Frankfurt and Banque de France, Banque de France, Banque de France Cost and Risk 2011
Should Italy Sell Its Nonfinancial Assets to Reduce the Debt? Stefania Fabrizio - International Monetary Fund, European Department Cost and Risk 2008
Measuring sovereign contagion in Europe Massimiliano Caporin, Loriana Pelizzon, Francesco Ravazzolo, Roberto Rigobon - University of Padua, University Ca' Foscari - Venice, Norges Bank, MIT Sloan and NBER Cost and Risk 2012
Asian Sovereign Debt and Country Risk Anders C. Johansson - Stockholm School of Economics Cost and Risk 2009
Savior or Sinner? Credit Default Swaps and the Market for Sovereign Debt Iuliana Ismailescu, Blake Phillips - Pace University, New York, University of Waterloo Cost and Risk 2012
Risk-sharing or risk-taking? Counterparty risk, incentives and margins Bruno Biais, Florian Heider, Marie Hoerova - Toulouse School of Economics, European Central Bank, European Central Bank Cost and Risk 2012
Sovereign Contagion in Europe: Evidence from the CDS Market Paolo Manasse, Luca Zavalloni - University of Bologna, University of Bologna Cost and Risk 2013
Sovereign Risk, Elections, and Contagion Chi Li, Christopher Balding, Minsoo Lee - Investment Banking Committee, HSBC Business School, Asian Development Bank Cost and Risk 2013
Government bond risk premiums in the EU revisited the impact of the financial crisis Ludger Schuknecht, Jürgen von Hagen, Guido Wolswijk - ECB - European Central Bank, University of Bonn, ECB - - European Central Bank Cost and Risk 2010

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