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1. |
Title:
Inequality, Leverage and Crises
Author/Editor: Kumhof, Michael ; Ranciere, Romain
Series: Working Paper No. 10/268
Published: November 1, 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.
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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 1, 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
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3. |
Title:
Investors’ Risk Appetite and Global Financial Market Conditions
Author/Editor: González-Hermosillo, Brenda
Series: Working Paper No. 08/85
Published: April 1, 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
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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 1, 2007
Subject(s): Credit risk | Corporate sector | Bonds | Emerging markets | Interest
Author's keyword(s):
Corporate bond spreads | sovereign ceiling | default risk | emerging market
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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 1, 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
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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 1, 2006
Subject(s): Credit risk | Brazil | Risk premium | Bond markets | Prices
Author's keyword(s):
Credit default swaps | Brazil | recovery value | default risk
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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 1, 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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