| 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 |
1 |
3 |
4 |
86 |
4 |
11 |
27 |
439 |
| Bank Capital and Value at Risk |
0 |
1 |
4 |
1,781 |
0 |
2 |
13 |
3,704 |
| Banking Policy and the Pricing of Deposit Guarantees; A New Approach |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
77 |
| CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
1,060 |
| Cheats, Banks and Liquidity Constraints |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
118 |
| Debt Valuation and Chapter 22 |
0 |
0 |
2 |
35 |
2 |
2 |
12 |
131 |
| Default Hazards and the Term Structure of Credit Spreads in a Duopoly |
0 |
0 |
1 |
49 |
0 |
0 |
3 |
137 |
| Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
328 |
| Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy |
0 |
0 |
1 |
28 |
1 |
2 |
10 |
154 |
| European Pension Systems: A Simulation Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
403 |
| Exchange Rate Bands with Point Process Fundamentals |
0 |
0 |
0 |
4 |
0 |
2 |
2 |
163 |
| Information Flows in the Foreign Exchange Markets |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
145 |
| Interest Rate Distributions, Yield Curve Modelling and Monetary Policy |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
976 |
| Interest Rate Setting in Floating Rate Mortgage Markets |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
676 |
| Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
488 |
| Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing |
0 |
0 |
0 |
0 |
2 |
2 |
9 |
344 |
| Multilateral Development Bank Ratings and Preferred Creditor Status |
1 |
3 |
4 |
15 |
4 |
13 |
36 |
74 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
644 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
156 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
775 |
| Mutual Fund Separation with General Preferences |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
355 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
152 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
| Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
187 |
| Option Games |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
535 |
| Pension Systems in Europe: A General Equilibrium Study |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
381 |
| Pricing Deposit Insurance in the United Kingdom |
0 |
0 |
1 |
10 |
4 |
12 |
37 |
1,295 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
0 |
0 |
4 |
1,200 |
1 |
1 |
26 |
2,398 |
| Real Options and Preemption |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
801 |
| Regulatory and 'economic' solvency standards for internationally active banks |
1 |
1 |
3 |
193 |
3 |
5 |
15 |
864 |
| Reserve Cycles |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
114 |
| Security Design and Managerial Incentives: A Contingent Claims Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| Stability of ratings transitions |
2 |
5 |
17 |
1,343 |
5 |
13 |
39 |
2,313 |
| Strategic Debt Service |
0 |
0 |
0 |
0 |
3 |
5 |
12 |
696 |
| The structure of credit risk: spread volatility and ratings transitions |
0 |
2 |
5 |
1,833 |
1 |
6 |
18 |
4,542 |
| Time to Default in the U.K. Mortgage Market |
0 |
0 |
0 |
1 |
2 |
2 |
9 |
683 |
| Yield Curves with Jump Short Rates |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
466 |
| Total Working Papers |
5 |
15 |
46 |
6,581 |
37 |
90 |
371 |
26,787 |
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