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Title Author/Affiliation Topic Year of Publication
The pricing of sovereign risk and contagion during the European sovereign debt crisis John Beirne, Marcel Fratzscher - European Central Bank, DIW-Berlin Cost and Risk 2013
Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model Alexander Chudik, Marcel Fratzscher - ECB, ECB Cost and Risk 2011
Current Issues in Managing Government Debt and Assets Lukasz Rawdanowicz, Eckhard Wurzel, Patrice Ollivaud - OECD Economics Department Cost and Risk 2011
Manual On Debt Risk Indicators Enrique Cosio-Pascal - Senior Consultant on Public Debt Cost and Risk 2007
Trading of Derivatives by Public Administrations: A Project of Accounting Transparency Chiara Oldani - University of Viterbo "La Tuscia" Cost and Risk 2009
Recovering from Derivatives Funding: A Consistent Approach to DVA, FVA and Hedging Johan Gunnesson, Alberto Fernández Muñoz de Morales - BBVA, BBVA Cost and Risk 2014
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

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