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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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