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Documents Archive

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List of Document
Title	Author/Affiliation	Topic	Year of Publication
A Theory of Rollover Risk, Sudden Stops, and Foreign Reserves	Sewon Hur, Illenin O. Kondo - University of Pittsburgh, Federal Reserve Board	Cost and Risk	2013
Default and the Maturity Structure in Sovereign Bonds	Cristina Arellano, Ananth Ramanarayanan - Federal Reserve Bank of Minneapolis & University of Minnesota, Federal Reserve Bank of Dallas	Cost and Risk	2010
Risk Aversion and Financial Crisis	Luigi Guiso - Einaudi Institute for Economics and Finance	Cost and Risk	2014
Sovereign risk and debt sustainability: warning levels for Romania	Gheorghe Zaman, George Georgescu - Institute of National Economy, Institute of National Economy	Cost and Risk	2011
Operative Principles of Islamic Derivatives - Towards a Coherent Theory	Andreas Jobst, Juan Sole - Bermuda Monetary Authority, Secretariat to the Financial Stability Board (FSB), Bank for International Settlements (BIS)	Cost and Risk	2012
Risk Management Optimization for Sovereign Debt Restructuring	Andrea Consiglio, Stavros A. Zenios - University of Palermo, University of Cyprus	Cost and Risk	2014
Debt Management in Japan: How to Cope with Interest Rate Risk	Mariko Fujii - University of Tokyo	Cost and Risk	2004
Credit Default Swaps: Past, Present, and Future	Patrick Augustin, Marti G. Subrahmanyam, Dragon Yongjun Tang, Sarah Qian Wang - McGill University, New York University, The University of Hong Kong, University of Warwick	Cost and Risk	2015
Equity and Debt Market Responses to Sovereign Credit Ratings Announcements	Fayez A. Elayan, Kuntara Pukthuanthong, Lawrence C. Rose - Brock University - Department of Accounting, Faculty of Business, San Diego State University - College of Business Administration, Massey University - Department of Commerce	Cost and Risk	2006
An Overview of Credit Derivatives	Kay Giesecke - Stanford University - Management Science & Engineering	Cost and Risk	2009

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