| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| ABBA: An Agent-Based Model of the Banking System |
0 |
0 |
0 |
50 |
2 |
4 |
24 |
136 |
| An Option-Based Approach to Bank Vulnerabilities in Emerging Markets |
0 |
0 |
0 |
194 |
0 |
1 |
8 |
509 |
| Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises |
0 |
0 |
1 |
269 |
0 |
4 |
13 |
743 |
| Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia |
0 |
0 |
0 |
66 |
0 |
1 |
7 |
377 |
| Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis |
0 |
0 |
0 |
19 |
0 |
1 |
8 |
73 |
| Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems |
0 |
0 |
0 |
149 |
1 |
2 |
11 |
432 |
| Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
55 |
| Contagion Risk in the International Banking System and Implications for London As a Global Financial Center |
0 |
0 |
0 |
153 |
0 |
2 |
9 |
543 |
| Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components |
0 |
0 |
0 |
358 |
0 |
0 |
16 |
995 |
| Corporate Restructuring in Japan: An Event-Study Analysis |
0 |
0 |
0 |
173 |
0 |
3 |
5 |
485 |
| Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications |
0 |
0 |
0 |
147 |
0 |
0 |
2 |
368 |
| Distance-to-Default in Banking: A Bridge Too Far? |
0 |
0 |
0 |
389 |
0 |
6 |
11 |
1,193 |
| Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System |
0 |
0 |
0 |
21 |
0 |
3 |
7 |
72 |
| Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation |
0 |
0 |
0 |
78 |
0 |
2 |
10 |
177 |
| Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets |
0 |
1 |
2 |
602 |
0 |
5 |
21 |
1,735 |
| Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis |
0 |
0 |
0 |
39 |
0 |
3 |
15 |
156 |
| Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic |
0 |
0 |
0 |
36 |
0 |
4 |
11 |
173 |
| Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis |
0 |
0 |
1 |
71 |
0 |
4 |
23 |
124 |
| Extreme Contagion in Equity Markets |
0 |
0 |
0 |
136 |
1 |
1 |
4 |
285 |
| Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis |
0 |
0 |
0 |
926 |
1 |
6 |
16 |
3,065 |
| Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis |
0 |
0 |
0 |
297 |
0 |
0 |
38 |
928 |
| Fixed Investment and Capital Flows: A Real Options Approach |
0 |
0 |
0 |
364 |
0 |
2 |
4 |
763 |
| Fundamentals-Based Estimation of Default Probabilities - A Survey |
0 |
0 |
1 |
264 |
2 |
4 |
16 |
564 |
| Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures |
0 |
0 |
0 |
10 |
0 |
2 |
8 |
139 |
| Hedging Foreign Exchange Risk in Chile: Markets and Instruments |
0 |
0 |
0 |
253 |
0 |
3 |
10 |
812 |
| Hong Kong SAR: Meeting the Challenges of Integration with the Mainland |
0 |
0 |
0 |
36 |
1 |
2 |
7 |
312 |
| Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective |
0 |
0 |
0 |
90 |
0 |
1 |
6 |
253 |
| Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices |
0 |
0 |
0 |
185 |
0 |
0 |
8 |
555 |
| Lasso Regressions and Forecasting Models in Applied Stress Testing |
0 |
0 |
1 |
50 |
1 |
5 |
19 |
117 |
| Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance |
0 |
0 |
0 |
223 |
0 |
1 |
7 |
465 |
| Market-Based Structural Top-Down Stress Tests of the Banking System |
0 |
1 |
1 |
49 |
0 |
6 |
11 |
85 |
| Monetary Policy in a Small Open Economy with Credit Goods Production |
0 |
0 |
0 |
26 |
0 |
6 |
7 |
264 |
| Pension Funds and Emerging Markets |
0 |
0 |
0 |
319 |
0 |
6 |
13 |
700 |
| Policy Instruments to Lean Against the Wind in Latin America |
0 |
0 |
0 |
69 |
1 |
1 |
11 |
238 |
| Public Debt Sustainability and Management in a Compound Option Framework |
0 |
0 |
0 |
55 |
0 |
0 |
5 |
135 |
| Recent Advances in Credit Risk Modeling |
0 |
0 |
0 |
272 |
0 |
2 |
8 |
494 |
| Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal |
0 |
0 |
1 |
67 |
0 |
1 |
7 |
199 |
| Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk |
0 |
0 |
2 |
11 |
0 |
1 |
13 |
36 |
| Tales From Two Neighbors: Productivity Growth in Canada and the United States |
0 |
0 |
0 |
28 |
0 |
6 |
9 |
172 |
| Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies |
0 |
0 |
0 |
89 |
1 |
2 |
5 |
289 |
| The Corporate Spread Curve and Industrial Production in the United States |
0 |
0 |
0 |
204 |
0 |
4 |
13 |
816 |
| The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions |
0 |
0 |
0 |
164 |
0 |
4 |
6 |
560 |
| The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability |
0 |
0 |
1 |
200 |
0 |
1 |
11 |
518 |
| The Global Financial Crisis and its Impact on the Chilean Banking System |
0 |
0 |
0 |
72 |
0 |
2 |
9 |
195 |
| The Impact of Corporate Governance Structures on the Agency Cost of Debt |
0 |
0 |
0 |
319 |
0 |
1 |
4 |
692 |
| U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog? |
0 |
0 |
0 |
93 |
0 |
4 |
12 |
534 |
| UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification |
0 |
0 |
0 |
27 |
0 |
0 |
7 |
206 |
| Variance Decomposition Networks: Potential Pitfalls and a Simple Solution |
0 |
0 |
0 |
28 |
0 |
5 |
11 |
81 |
| Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports |
0 |
0 |
0 |
154 |
0 |
1 |
6 |
897 |
| Total Working Papers |
0 |
2 |
11 |
7,913 |
11 |
126 |
515 |
23,715 |
LogEc is hosted by the
Örebro University School of Business.