Header and navigation menu

Page content

Documents Archive

Search mode by keywords

List of Document
Title Author/Affiliation Topic Year of Publication
Government debt and banking fragility: the spreading of strategic uncertainty Russell Cooper, Kalin Nikolov - European University Institute, European Central Bank Financial Analysis 2018
Sovereign CDS Calibration under a Hybrid Sovereign Risk Model Gian Luca De Marchi, Marco Di Francesco, Sidy Diop, Andrea Pascucci - UnipolSai Assicurazioni SpA, University of Bologna Financial Analysis 2018
Limits to government debt sustainability in middle-income countries Jean-Marc Fournier Manuel Bétin Financial Analysis 2018
The robustness of the sovereign-bank interconnection: evidence from contingent claims analysis Gómez-Puig M Singh M Sosvilla-Rivero S - IREA Institut de Rercerca en Economia Aplicada, Universidad Complutense de Madrid Financial Analysis 2018
Government of Canada Fixed-Income market ecology Léanne Berger-Soucy, Corey Garriott André Usche - Bank of Canada Financial Analysis 2018
Banks, government Bonds, and Default: what do the data say? Nicola Gennaioli Alberto Martin Stefano Rossi - UniversitàBocconi CREI Financial Analysis 2018
The PBO model of analysis and forecast expenditure for interest Italy’s Parliamentary Budget Office Financial Analysis 2018
Managing the sovereign-bank nexus Giovanni Dell’Ariccia, Caio Ferreira, Nigel Jenkinson, Luc Laeven, Alberto Martin,Camelia Minoiu, Alexander Popov - International Monetary Fund, European Central Bank Financial Analysis 2018
Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment Johannes Breckenfelder, Bernd Schwaab - European Central Bank Financial Analysis 2018
Intraday dynamics and determinants of CCP and bilateral General-Collateral Repos Alfonso Dufour, Miriam Marra, Ivan Sangiorgi - University of Reading ICMA Centre Financial Analysis 2017

401-410 of 529 elements