Header and navigation menu

Page content

Documents Archive

Search mode by keywords

List of Document
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

191-200 of 281 elements