Access Statistics for William Robert Maurice Perraudin

Author contact details at EconPapers.

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 0 93 0 0 5 495
Bank Capital and Value at Risk 0 0 2 1,795 1 1 5 3,740
CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION 0 0 0 0 0 0 0 1,064
Cheats, Banks and Liquidity Constraints 0 0 0 0 0 1 1 127
Debt Valuation and Chapter 22 0 0 0 36 0 0 1 144
Default Hazards and the Term Structure of Credit Spreads in a Duopoly 0 0 0 49 0 0 0 139
Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy 0 0 0 29 0 1 2 164
Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy 0 0 0 0 0 0 0 333
European Pension Systems: A Simulation Analysis 0 0 0 0 0 0 1 410
Information Flows in the Foreign Exchange Markets 0 0 0 0 0 0 0 149
Interest Rate Distributions, Yield Curve Modelling and Monetary Policy 0 0 0 0 0 0 1 988
Interest Rate Setting in Floating Rate Mortgage Markets 0 0 0 0 0 2 6 690
Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing 0 0 0 0 0 0 1 494
Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing 0 0 0 0 0 0 1 352
Multilateral Development Bank Ratings and Preferred Creditor Status 0 0 0 30 0 1 5 136
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps 0 0 0 0 0 0 3 651
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps 0 0 0 0 0 0 1 163
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps 0 0 0 0 0 0 2 786
Mutual Fund Separation with General Preferences 0 0 0 0 0 0 0 362
New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes 0 0 0 0 0 0 1 14
New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes 0 0 0 0 0 0 1 159
Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees 0 0 0 0 0 0 2 196
Option Games 0 0 0 0 0 0 6 584
Pension Systems in Europe: A General Equilibrium Study 0 0 0 2 0 0 0 387
Pricing Deposit Insurance in the United Kingdom 0 1 2 15 0 1 7 1,459
Ratings versus equity-based credit risk modelling: an empirical analysis 0 0 0 1,203 0 0 0 2,428
Real Options and Preemption 0 0 0 0 0 0 4 821
Regulatory and 'economic' solvency standards for internationally active banks 0 0 0 194 0 0 1 874
Reserve Cycles 0 0 0 0 0 0 0 117
Security Design and Managerial Incentives: A Contingent Claims Approach 0 0 0 0 0 0 1 10
Stability of ratings transitions 0 0 5 1,371 1 2 10 2,380
Strategic Debt Service 0 0 0 0 0 1 3 724
The structure of credit risk: spread volatility and ratings transitions 0 0 0 1,840 0 0 2 4,567
Time to Default in the U.K. Mortgage Market 0 0 0 1 0 0 0 691
Yield Curves with Jump Short Rates 0 0 0 0 0 0 0 470
Total Working Papers 0 1 9 6,658 2 10 73 27,268


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps 0 0 0 0 0 0 1 653
A Theorem on Portfolio Separation with General Preferences 0 0 0 48 0 0 0 166
Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification 0 0 0 9 0 0 0 50
Commentary on four papers on credit risk modeling 0 0 0 33 0 0 0 100
Creditor races and contingent claims 0 0 0 30 0 0 1 95
Debt in Industry Equilibrium 0 0 0 0 0 0 1 267
European Fiscal Harmonization and the French Economy 0 0 0 7 0 0 0 35
European pension systems: a simulation analysis 0 0 0 140 0 0 1 381
Evaluating Deposit Insurance for Japanese Banks 0 0 0 21 0 0 0 64
Framework for the Analysis of Pension and Unemployment Benefit Reform in Poland 0 0 0 4 0 0 1 34
Inflation and Portfolio Choice 0 0 0 5 0 0 1 32
Inflation and Sovereign Default 0 0 0 226 2 2 2 830
Introduction: Banks and systemic risk 0 0 0 83 0 0 0 182
L'harmonisation fiscale en Europe et l'économie française: une approche en équilibre général 0 0 0 12 0 0 1 90
Mortgage Default and Possession under Recourse: A Competing Hazards Approach 0 0 0 1 0 0 0 712
On the consistency of ratings and bond market yields 0 0 0 89 0 0 1 228
Optimal bank reorganization and the fair pricing of deposit guarantees 0 0 0 79 0 0 1 218
Predicting emerging market currency crashes 1 1 2 255 1 1 3 594
Ratings-based credit risk modelling: An empirical analysis 0 0 0 54 1 1 1 209
Real options and preemption under incomplete information 0 0 8 415 0 0 11 774
Regulatory and "economic" solvency standards for internationally active banks 0 0 0 51 0 0 6 295
Regulatory implications of credit risk modelling 0 0 1 85 0 0 4 273
Reserve and exchange rate cycles 0 0 0 25 0 0 0 87
Stability of rating transitions 1 3 12 821 1 5 32 1,559
Strategic Debt Service 0 0 1 350 0 2 4 887
The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market 0 0 0 0 0 0 0 266
The Timing of Multilateral Lending 0 0 0 24 0 0 1 107
The demand for risky assets: Sample selection and household portfolios 0 2 2 131 0 2 6 365
The estimation of transition matrices for sovereign credit ratings 1 1 1 235 2 2 5 546
The impact of capital requirements on U.K. bank behaviour 0 0 1 391 0 1 3 961
Time to default in the UK mortgage market 0 0 0 111 0 0 10 303
Value-at-risk techniques: an empirical study 0 0 0 0 0 0 0 188
Total Journal Articles 3 7 28 3,735 7 16 97 11,551


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market 0 0 0 51 0 0 0 151
Total Chapters 0 0 0 51 0 0 0 151


Statistics updated 2025-07-04