| 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 |
7 |
10 |
11 |
506 |
| Bank Capital and Value at Risk |
0 |
0 |
0 |
1,795 |
1 |
5 |
9 |
3,748 |
| CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
1,068 |
| Cheats, Banks and Liquidity Constraints |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
133 |
| Debt Valuation and Chapter 22 |
0 |
0 |
0 |
36 |
1 |
8 |
11 |
155 |
| Default Hazards and the Term Structure of Credit Spreads in a Duopoly |
0 |
0 |
0 |
49 |
0 |
1 |
2 |
141 |
| Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
335 |
| Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy |
0 |
0 |
0 |
29 |
1 |
4 |
7 |
170 |
| European Pension Systems: A Simulation Analysis |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
415 |
| Information Flows in the Foreign Exchange Markets |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
154 |
| Interest Rate Distributions, Yield Curve Modelling and Monetary Policy |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
994 |
| Interest Rate Setting in Floating Rate Mortgage Markets |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
696 |
| Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
495 |
| Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
358 |
| Multilateral Development Bank Ratings and Preferred Creditor Status |
2 |
2 |
3 |
33 |
2 |
10 |
17 |
151 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
653 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
166 |
| Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps |
0 |
0 |
0 |
0 |
1 |
5 |
8 |
793 |
| Mutual Fund Separation with General Preferences |
0 |
0 |
0 |
0 |
1 |
6 |
7 |
369 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
161 |
| New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
16 |
| Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
200 |
| Option Games |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
587 |
| Pension Systems in Europe: A General Equilibrium Study |
0 |
0 |
0 |
2 |
0 |
5 |
7 |
394 |
| Pricing Deposit Insurance in the United Kingdom |
0 |
0 |
2 |
15 |
0 |
4 |
9 |
1,465 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
0 |
0 |
1 |
1,204 |
0 |
5 |
7 |
2,435 |
| Real Options and Preemption |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
824 |
| Regulatory and 'economic' solvency standards for internationally active banks |
0 |
0 |
1 |
195 |
2 |
7 |
9 |
883 |
| Reserve Cycles |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
118 |
| Security Design and Managerial Incentives: A Contingent Claims Approach |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
12 |
| Stability of ratings transitions |
1 |
2 |
5 |
1,376 |
1 |
12 |
17 |
2,395 |
| Strategic Debt Service |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
730 |
| The structure of credit risk: spread volatility and ratings transitions |
0 |
0 |
1 |
1,841 |
1 |
7 |
14 |
4,581 |
| Time to Default in the U.K. Mortgage Market |
0 |
0 |
0 |
1 |
0 |
2 |
5 |
696 |
| Yield Curves with Jump Short Rates |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
474 |
| Total Working Papers |
3 |
4 |
13 |
6,669 |
28 |
145 |
222 |
27,471 |
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