IMF Publications by Author
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Marcos R Souto:
2013
Title: Macro-Financial Implications of Corporate (De)Leveraging in the Euro Area Periphery
Series: Working Paper No. 13/154
Date: June 26, 2013
Subject: Corporate investment Euro Area
2009
Title: Recent Advances in Credit Risk Modeling
Series: Working Paper No. 09/162
Date: August 1, 2009
Subject: Asset prices Bankruptcy Bonds Credit risk Currencies Economic models External debt Financial crisis Financial risk Financial sector Sovereign debt
Title: Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector
Series: Working Paper No. 09/109
Date: May 1, 2009
Subject: Bank soundness Banking sector Banks Credit risk Data analysis Economic models Mexico
2008
Title: Testing for Structural Breaks in Small Samples
Series: Working Paper No. 08/75
Date: March 1, 2008
Subject: Data analysis Data collection Statistics
2007
Title: Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
Series: Working Paper No. 07/290
Date: December 1, 2007
Subject: Banks Brazil Credit risk Emerging markets Forecasting Interest rates
Title: Measuring Sovereign Risk in Turkey : An Application of the Contingent Claims Approach
Series: Working Paper No. 07/233
Date: October 1, 2007
Subject: Credit risk Economic indicators Economic models Public debt Sovereign risk Turkey