| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Asymmetry in the ERM: A Case Study of French and German Interest Rates Since Basel-Nyborg |
0 |
0 |
5 |
91 |
0 |
1 |
18 |
465 |
| Bank Capital and Value at Risk |
0 |
1 |
4 |
1,788 |
0 |
2 |
9 |
3,721 |
| CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,063 |
| Cheats, Banks and Liquidity Constraints |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
123 |
| Debt Valuation and Chapter 22 |
0 |
0 |
0 |
36 |
0 |
1 |
5 |
141 |
| Default Hazards and the Term Structure of Credit Spreads in a Duopoly |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
139 |
| Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
330 |
| Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
157 |
| European Pension Systems: A Simulation Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
405 |
| Information Flows in the Foreign Exchange Markets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
149 |
| Interest Rate Distributions, Yield Curve Modelling and Monetary Policy |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
983 |
| Interest Rate Setting in Floating Rate Mortgage Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
678 |
| Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
493 |
| Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
348 |
| Multilateral Development Bank Ratings and Preferred Creditor Status |
0 |
0 |
4 |
22 |
0 |
2 |
12 |
100 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
647 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
779 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
161 |
| Mutual Fund Separation with General Preferences |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
360 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
157 |
| Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
193 |
| Option Games |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
566 |
| Pension Systems in Europe: A General Equilibrium Study |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
386 |
| Pricing Deposit Insurance in the United Kingdom |
0 |
1 |
1 |
12 |
1 |
4 |
13 |
1,448 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
0 |
0 |
2 |
1,203 |
1 |
1 |
21 |
2,424 |
| Real Options and Preemption |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
811 |
| Regulatory and 'economic' solvency standards for internationally active banks |
0 |
0 |
0 |
194 |
0 |
0 |
2 |
871 |
| Reserve Cycles |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
117 |
| Security Design and Managerial Incentives: A Contingent Claims Approach |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
9 |
| Stability of ratings transitions |
1 |
2 |
8 |
1,357 |
3 |
4 |
19 |
2,351 |
| Strategic Debt Service |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
717 |
| The structure of credit risk: spread volatility and ratings transitions |
0 |
0 |
1 |
1,837 |
0 |
0 |
8 |
4,559 |
| Time to Default in the U.K. Mortgage Market |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
690 |
| Yield Curves with Jump Short Rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
470 |
| Total Working Papers |
1 |
4 |
25 |
6,620 |
8 |
18 |
191 |
27,024 |
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