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Title | Author/Affiliation | Topic | Year of Publication |
---|---|---|---|
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 |
Empty Creditors and Sovereign Debt: What Now? | Yesha Yadav - Vanderbilt University | Cost and Risk | 2014 |
The DOs and DON’Ts of credit default swaps (CDS) in the context of the EU sovereign debt crisis | Rodrigo Olivares-Caminal, Kiriakos E Papadakis, Olga Galazoula, Ioannis Kokkoris | Cost and Risk | 2014 |
Shock on Variable or Shock on Distribution with Application to Stress-Tests | Simon Dubecq, Christian Gourieroux - Banque de France, and CREST, CREST, and University of Toronto | Cost and Risk | 2012 |
The Term Structure of CDS Spreads and Sovereign Credit Risk | Patrick Augustin - McGill University | Cost and Risk | 2014 |
A Comparative Analysis of Tools to Limit the Procyclicality of Initial Margin Requirements | David Murphy, Michalis Vasios and Nicholas Vause - Bank of England | Cost and Risk | 2016 |
Credit Rating Determinants for European Countries | Patrycja Chodnicka-Jaworska - University of Warsaw | Cost and Risk | 2016 |
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