| 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 |
4 |
495 |
| Bank Capital and Value at Risk |
0 |
0 |
2 |
1,795 |
1 |
2 |
6 |
3,741 |
| CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1,065 |
| Cheats, Banks and Liquidity Constraints |
0 |
0 |
0 |
0 |
0 |
0 |
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 |
0 |
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 |
0 |
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 |
1 |
2 |
3 |
354 |
| Multilateral Development Bank Ratings and Preferred Creditor Status |
0 |
0 |
0 |
30 |
0 |
0 |
3 |
136 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
651 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
786 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
163 |
| Mutual Fund Separation with General Preferences |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
363 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
159 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
| 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 |
4 |
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 |
0 |
2 |
15 |
1 |
1 |
7 |
1,460 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
0 |
1 |
1 |
1,204 |
1 |
2 |
2 |
2,430 |
| Real Options and Preemption |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
821 |
| Regulatory and 'economic' solvency standards for internationally active banks |
0 |
1 |
1 |
195 |
0 |
1 |
2 |
875 |
| 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 |
4 |
1,371 |
0 |
1 |
8 |
2,380 |
| Strategic Debt Service |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
725 |
| The structure of credit risk: spread volatility and ratings transitions |
0 |
0 |
0 |
1,840 |
0 |
0 |
1 |
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 |
2 |
10 |
6,660 |
6 |
12 |
69 |
27,278 |
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