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September 01, 2014
 

The Search found 7 of 13664 documents sorted by Date with the following criteria:
Subject/Keyword: default risk

 
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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 ; Santos, Andre
  Series: Working Paper No. 10/2
  Published: January 01, 2010
  Subject(s): Debt management | Asset management | Credit risk | Debt sustainability | Economic models | Group of Twenty | Public debt | 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
 

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