Header and navigation menu

Page content

Documents Archive

Search mode by keywords

List of Document
Title Author/Affiliation Topic Year of Publication
What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market Elena Kalotychou, Eli Remolona, Eliza Wu - City University London, Bank for International Settlements, University of Technology, Sydney Cost and Risk 2014
Beyond Spreads: Measuring Sovereign Market Stress in the Euro Area Carlos Garcia-de-Andoain; Manfred Kremer - European Central Bank (ECB) Cost and Risk 2016
Credit Cycle Dependent Spread Determinants in Emerging Sovereign Debt Markets Christoph Riedel, Kannan S. Thuraisamy, Niklas Wagner - University of Passau, Deakin University, University of Passau Cost and Risk 2013
Banks, Government Bonds, and Default: What do the Data Say? Nicola Gennaioli, Alberto Martin, Stefano Rossi - Bocconi University, CREI, Purdue University Cost and Risk 2014
Making supervisory stress tests more macroprudential: Considering liquidity and solvency interactions and systemic risk K. Anand, J. Cetina, I. van Lelyveld, others and - Bank of Canada, Office of Financial Research, Netherlands Bank Cost and Risk 2015
Sovereign risk and bank risk-taking Anil Ari - University of Cambridge Cost and Risk 2016
Methods for analysing the structure of the central government debt Thomas Franzén, Ingrid Bonde, Christine Holm, Per-Olof Jönsson, Bengt Rådstam - Swedish National Debt Office, Swedish National Debt Office, Swedish National Debt Office, Swedish National Debt Office, Swedish National Debt Office Cost and Risk 1999
Assessing the Sensitivity of Hungarian Debt Sustainability to Macroeconomic Shocks under Two Fiscal Policy Reactions Pierre Beynet, Edouard Paviot - Economics Department of the OECD, OECD External Consultant Cost and Risk 2012
Interest Rate Costs and the Optimal Maturity Structure of Government Debt Yves Nosbusch - Department of Economics, Littauer Center, Harvard University Cambridge, Email nosbusch@fas.harvard.edu Cost and Risk 2005
Managing Default Risk Anna Zabai - BIS Cost and Risk 2014

271-280 of 313 elements