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Publications Search Results
May 21, 2013
The Search found
7
of
10938
documents sorted by
Date
with the following criteria:
Subject/Keyword:
default risk
Results:
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1.
Title:
Inequality, Leverage and Crises
Author/Editor:
Kumhof, Michael ; Ranciere, Romain
Series:
Working Paper No. 10/268
Published:
November 01, 2010
Subject(s):
Borrowing
|
Consumption
|
Debt
|
Economic models
|
Financial crisis
|
Financial risk
|
Financial sector
|
Household credit
|
Income distribution
|
Private sector
|
United States
Author's Keyword(s):
Income inequality
|
consumption inequality
|
income distribution
|
distributional conflict
|
leverage
|
financial crises
|
default risk
|
global solution methods.
2.
Title:
Public Debt Sustainability and Management in a Compound Option Framework
Author/Editor:
Chan-Lau, Jorge A. ; Santos, Andre
Series:
Working Paper No. 10/2
Published:
January 01, 2010
Subject(s):
Asset management
|
Australia
|
Credit risk
|
Debt management
|
Debt sustainability
|
Economic models
|
Group of Twenty
|
Public debt
|
Public sector
|
Risk management
Author's Keyword(s):
Asset-liability management
|
debt management
|
default risk
|
Australia
3.
Title:
Investors’ Risk Appetite and Global Financial Market Conditions
Author/Editor:
González-Hermosillo, Brenda
Series:
Working Paper No. 08/85
Published:
April 01, 2008
Subject(s):
Bond issues
|
Financial risk
|
Liquidity
|
Spillovers
|
International capital markets
|
Economic models
Author's Keyword(s):
market risk
|
liquidity risk
|
volatility risk
|
default risk
|
risk appetite
4.
Title:
The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis
Author/Editor:
Cavallo, Eduardo A. ; Valenzuela, Patricio
Series:
Working Paper No. 07/228
Published:
September 01, 2007
Subject(s):
Credit risk
|
Corporate sector
|
Bonds
|
Emerging markets
|
Interest
Author's Keyword(s):
Corporate bond spreads
|
sovereign ceiling
|
default risk
|
emerging market
5.
Title:
Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications
Author/Editor:
Chan-Lau, Jorge A. ; Santos, Andre
Series:
Working Paper No. 06/269
Published:
December 01, 2006
Subject(s):
Credit risk
|
Currencies
|
Financial crisis
|
Dollarization
|
Economic models
Author's Keyword(s):
Default risk
|
currency mismatch
|
dollarization
|
corporate sector
|
econometric estimation
|
financial surveillance
6.
Title:
The Pricing of Credit Default Swaps During Distress
Author/Editor:
Andritzky, Jochen R. ; Singh, Manmohan
Series:
Working Paper No. 06/254
Published:
November 01, 2006
Subject(s):
Credit risk
|
Brazil
|
Risk premium
|
Bond markets
|
Prices
Author's Keyword(s):
Credit default swaps
|
Brazil
|
recovery value
|
default risk
7.
Title:
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices
Author/Editor:
Chan-Lau, Jorge A.
Series:
Working Paper No. 06/148
Published:
June 01, 2006
Subject(s):
Credit risk
|
Credit tranches
Author's Keyword(s):
Equity returns
|
default risk
|
credit derivatives
|
credit derivatives indices
|
collateralized debt obligations
Results:
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