| 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 |
15 |
510 |
| Bank Capital and Value at Risk |
0 |
0 |
0 |
1,795 |
0 |
1 |
11 |
3,752 |
| CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
1,071 |
| Cheats, Banks and Liquidity Constraints |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
136 |
| Debt Valuation and Chapter 22 |
0 |
0 |
0 |
36 |
1 |
2 |
18 |
162 |
| Default Hazards and the Term Structure of Credit Spreads in a Duopoly |
0 |
0 |
0 |
49 |
0 |
0 |
2 |
141 |
| Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy |
0 |
0 |
0 |
29 |
0 |
0 |
7 |
171 |
| Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
338 |
| European Pension Systems: A Simulation Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
420 |
| Information Flows in the Foreign Exchange Markets |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
157 |
| Interest Rate Distributions, Yield Curve Modelling and Monetary Policy |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
999 |
| Interest Rate Setting in Floating Rate Mortgage Markets |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
698 |
| Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
496 |
| Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
360 |
| Multilateral Development Bank Ratings and Preferred Creditor Status |
0 |
0 |
3 |
33 |
0 |
2 |
30 |
166 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
657 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
173 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
796 |
| Mutual Fund Separation with General Preferences |
0 |
0 |
0 |
0 |
2 |
2 |
10 |
373 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
19 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
163 |
| Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
203 |
| Option Games |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
588 |
| Pension Systems in Europe: A General Equilibrium Study |
0 |
0 |
0 |
2 |
0 |
0 |
9 |
396 |
| Pricing Deposit Insurance in the United Kingdom |
0 |
0 |
0 |
15 |
0 |
0 |
9 |
1,469 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
0 |
0 |
0 |
1,204 |
0 |
0 |
7 |
2,437 |
| Real Options and Preemption |
0 |
0 |
0 |
0 |
2 |
3 |
8 |
829 |
| Regulatory and 'economic' solvency standards for internationally active banks |
0 |
0 |
0 |
195 |
0 |
0 |
14 |
889 |
| Reserve Cycles |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
120 |
| Security Design and Managerial Incentives: A Contingent Claims Approach |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
15 |
| Stability of ratings transitions |
1 |
1 |
7 |
1,378 |
1 |
2 |
22 |
2,402 |
| Strategic Debt Service |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
734 |
| The structure of credit risk: spread volatility and ratings transitions |
0 |
0 |
1 |
1,841 |
1 |
1 |
20 |
4,587 |
| Time to Default in the U.K. Mortgage Market |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
699 |
| Yield Curves with Jump Short Rates |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
476 |
| Total Working Papers |
1 |
1 |
11 |
6,671 |
15 |
29 |
324 |
27,602 |
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