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Title | Author/Affiliation | Topic | Year of Publication |
---|---|---|---|
Sovereign Correlations in Recent Recessions | Taehan Bae, Ian Iscoe - Mathematics and Statistics University of Regina, Saskatchewan, Canada, Quantitative Research Algorithmics Inc., an IBM Company, Toronto, Canada | Cost and Risk | 2012 |
Derivative Markets: The New Regulatory Paradigm | Sumit Mehta;Simon Wilkinson - Legal & General;Legal & General Investment Management. | Cost and Risk | 2016 |
Within and Between Systemic Country Risk Theory and Evidence from the Sovereign Crisis in Europe | Angelo Baglioni, Umberto Cherubini - Università Cattolica di Milano, Università di Bologna | Cost and Risk | 2012 |
Assessing debt sustainability in emerging market economies using stochastic simulation methods | Philippe Karam, Doug Hostland - Economist at the IMF Institute, pkaram@IMF.org, Senior Economist in the Development Economics Vice Presidency of the World Bank, dhostland@worldbank.org, | Cost and Risk | 2006 |
How Sovereign Is Sovereign Credit Risk? | Francis A. Longstaff, Jun Pan, Lasse H. Pedersen, Kenneth J. Singleton - UCLA Anderson School and NBER, MIT Sloan School and NBER, NYU Stern School CEPR, and NBER, Stanford Graduate School of Business and NBER | Cost and Risk | 2008 |
An Analysis of Exchange Rate Risk Exposure Related to the Public Debt Portfolio of Tunisia: Beyond VaR Approach | Samia Omrane - Faculté des Sciences Economiques et de Gestion de Sfax, Université de Sfax, Tunisia | Cost and Risk | 2011 |
The SNDO´s Simulation Model for Government Debt Analysis | Pål Bergström, Anders Holmlund, Sara Lindberg - Swedish National Debt Office, Swedish National Debt Office, Swedish National Debt Office | Cost and Risk | 2002 |
An analytical approximation of relative Cost-at-Risk | Anders Holmlund | Cost and Risk | 2004 |
Draft Technical Standards for the Regulation on OTC Derivatives, CCPs and Trade Repositories | Markets Authority (ESMA) European Securities and | Cost and Risk | 2012 |
Sovereign Risk: A Reappraisal | Didier Maillard - Conservatoire National des Arts et Métiers | Cost and Risk | 2013 |
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