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 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


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 1 6 643
A Theorem on Portfolio Separation with General Preferences 0 0 0 46 0 0 0 161
Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification 0 1 2 9 0 1 3 41
Commentary on four papers on credit risk modeling 0 0 0 33 0 1 4 96
Creditor races and contingent claims 0 0 0 30 0 0 1 89
Debt in Industry Equilibrium 0 0 0 0 1 5 11 260
European Fiscal Harmonization and the French Economy 0 0 0 7 0 0 4 32
European pension systems: a simulation analysis 0 0 0 138 0 1 4 375
Evaluating Deposit Insurance for Japanese Banks 0 0 0 20 0 0 3 56
Framework for the Analysis of Pension and Unemployment Benefit Reform in Poland 0 0 0 3 0 0 2 28
Inflation and Portfolio Choice 0 0 0 1 0 0 1 21
Inflation and Sovereign Default 0 0 1 226 0 5 9 824
Introduction: Banks and systemic risk 0 0 0 82 0 0 2 178
L'harmonisation fiscale en Europe et l'économie française: une approche en équilibre général 0 0 0 12 1 1 4 84
Mortgage Default and Possession under Recourse: A Competing Hazards Approach 0 0 0 1 1 2 5 702
On the consistency of ratings and bond market yields 0 0 2 82 0 0 8 214
Optimal bank reorganization and the fair pricing of deposit guarantees 0 0 1 79 2 4 10 211
Predicting emerging market currency crashes 1 1 8 229 5 5 29 541
Ratings-based credit risk modelling: An empirical analysis 0 0 0 54 0 0 3 202
Real options and preemption under incomplete information 0 0 5 390 2 4 19 730
Regulatory and "economic" solvency standards for internationally active banks 0 1 2 45 1 2 11 260
Regulatory implications of credit risk modelling 0 0 0 82 0 1 7 260
Reserve and exchange rate cycles 0 0 0 25 0 0 2 83
Stability of rating transitions 2 5 26 747 6 14 56 1,390
Strategic Debt Service 2 3 12 331 3 6 32 821
The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market 0 0 0 0 0 1 3 259
The Timing of Multilateral Lending 0 0 0 23 0 1 3 99
The demand for risky assets: Sample selection and household portfolios 0 0 4 118 1 2 13 329
The estimation of transition matrices for sovereign credit ratings 1 2 6 216 1 4 17 498
The impact of capital requirements on U.K. bank behaviour 1 4 23 384 9 15 51 903
Time to default in the UK mortgage market 0 0 3 108 1 1 6 269
Value-at-risk techniques: an empirical study 0 0 0 0 0 2 4 184
Total Journal Articles 7 17 95 3,521 34 79 333 10,843


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 2 48 3 3 12 142
Total Chapters 0 0 2 48 3 3 12 142


Statistics updated 2021-01-03