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Title Author/Affiliation Topic Year of Publication
A Global Games Approach to Sovereign Default and Debt Crises John A. Menzies - University of Oxford Cost and Risk 2013
Systemic Risk Exposures A 10by10by10 Darrell Duffie - Graduate School of Business Stanford University Cost and Risk 2010
A Structural Balance Sheet Model of Sovereign Credit Risk Pascal François, Georges Hübner, Jean-Roch Sibille - HEC Montreal - Department of Finance, HEC Management School - University of Liège, Riskdynamcis,Brussels, Belgium Cost and Risk 2011
Rollover Risk: Ideating a U.S. Debt Default Steven L. Schwarcz - Duke University School of Law Cost and Risk 2013
Systemic Risk and the Macroeconomy: An Empirical Evaluation Stefano Giglio, Bryan T. Kelly, Seth Pruitt - University of Chicago, University of Chicago, Federal Reserve Board Cost and Risk 2015
Overview of Advances in Risk Management of Government Debt Hans Blommestein - Senior economist in the Financial Affairs Division of the OECD Directorate for Financial and Enterprise Affairs Cost and Risk 2005
Sovereign CDS and Bond Pricing Dynamics in the Euro-area Giorgia Palladini, Richard Portes Cost and Risk 2012
A Study of Country-Risk for Non-Developed Countries in 1980-2000 Mariano Gonzalez Sánchez, Roman Minguez Salido - University San Pablo-CEU, University San Pablo-CEU Cost and Risk 2005
What is the Risk of European Sovereign Debt Defaults? Fiscal Space, CDS Spreads and Market Pricing of Risk Joshua Aizenman, Michael M. Hutchison, Yothin Jinjarak - Department of Economics;University of California, Department of Economics;University of California, University of London Cost and Risk 2011
Government Debt Management and Operational Risk Hakan Tokaç, Mike Williams - Treasury Department, Turkey, Consultant Cost and Risk 2013

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