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 5 91 0 1 18 465
Bank Capital and Value at Risk 0 1 4 1,788 0 2 9 3,721
CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION 0 0 0 0 0 0 3 1,063
Cheats, Banks and Liquidity Constraints 0 0 0 0 0 0 1 123
Debt Valuation and Chapter 22 0 0 0 36 0 1 5 141
Default Hazards and the Term Structure of Credit Spreads in a Duopoly 0 0 0 49 0 0 2 139
Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy 0 0 0 0 0 0 2 330
Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy 0 0 0 28 0 0 2 157
European Pension Systems: A Simulation Analysis 0 0 0 0 0 0 1 405
Information Flows in the Foreign Exchange Markets 0 0 0 0 0 0 2 149
Interest Rate Distributions, Yield Curve Modelling and Monetary Policy 0 0 0 0 0 0 4 983
Interest Rate Setting in Floating Rate Mortgage Markets 0 0 0 0 0 0 1 678
Modelling Exchange Rates in Continuous Time: Estimation and Option Pricing 0 0 0 0 0 0 2 493
Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing 0 0 0 0 0 0 4 348
Multilateral Development Bank Ratings and Preferred Creditor Status 0 0 4 22 0 2 12 100
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps 0 0 0 0 0 0 3 647
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps 0 0 0 0 0 0 2 779
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps 0 0 0 0 0 0 4 161
Mutual Fund Separation with General Preferences 0 0 0 0 0 0 3 360
New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes 0 0 0 0 0 0 1 13
New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes 0 0 0 0 0 0 3 157
Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees 0 0 0 0 0 0 4 193
Option Games 0 0 0 0 1 1 7 566
Pension Systems in Europe: A General Equilibrium Study 0 0 0 2 0 0 4 386
Pricing Deposit Insurance in the United Kingdom 0 1 1 12 1 4 13 1,448
Ratings versus equity-based credit risk modelling: an empirical analysis 0 0 2 1,203 1 1 21 2,424
Real Options and Preemption 0 0 0 0 1 1 6 811
Regulatory and 'economic' solvency standards for internationally active banks 0 0 0 194 0 0 2 871
Reserve Cycles 0 0 0 0 0 0 3 117
Security Design and Managerial Incentives: A Contingent Claims Approach 0 0 0 0 1 1 3 9
Stability of ratings transitions 1 2 8 1,357 3 4 19 2,351
Strategic Debt Service 0 0 0 0 0 0 12 717
The structure of credit risk: spread volatility and ratings transitions 0 0 1 1,837 0 0 8 4,559
Time to Default in the U.K. Mortgage Market 0 0 0 1 0 0 3 690
Yield Curves with Jump Short Rates 0 0 0 0 0 0 2 470
Total Working Papers 1 4 25 6,620 8 18 191 27,024


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 4 650
A Theorem on Portfolio Separation with General Preferences 0 0 2 48 0 0 4 166
Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification 0 0 0 9 0 0 2 47
Commentary on four papers on credit risk modeling 0 0 0 33 0 0 4 100
Creditor races and contingent claims 0 0 0 30 0 0 3 93
Debt in Industry Equilibrium 0 0 0 0 0 0 3 264
European Fiscal Harmonization and the French Economy 0 0 0 7 0 0 2 34
European pension systems: a simulation analysis 0 0 1 139 0 1 2 378
Evaluating Deposit Insurance for Japanese Banks 0 0 0 20 0 0 2 63
Framework for the Analysis of Pension and Unemployment Benefit Reform in Poland 0 0 0 3 0 0 1 30
Inflation and Portfolio Choice 0 0 3 4 0 0 7 29
Inflation and Sovereign Default 0 0 0 226 1 1 2 827
Introduction: Banks and systemic risk 0 0 1 83 0 0 3 181
L'harmonisation fiscale en Europe et l'économie française: une approche en équilibre général 0 0 0 12 0 0 1 89
Mortgage Default and Possession under Recourse: A Competing Hazards Approach 0 0 0 1 0 0 5 709
On the consistency of ratings and bond market yields 0 1 2 86 0 2 5 223
Optimal bank reorganization and the fair pricing of deposit guarantees 0 0 0 79 0 0 1 215
Predicting emerging market currency crashes 0 2 7 243 0 2 17 574
Ratings-based credit risk modelling: An empirical analysis 0 0 0 54 0 0 2 207
Real options and preemption under incomplete information 0 1 4 399 0 2 10 753
Regulatory and "economic" solvency standards for internationally active banks 0 0 0 46 0 2 4 272
Regulatory implications of credit risk modelling 0 0 1 84 0 0 2 268
Reserve and exchange rate cycles 0 0 0 25 0 0 4 87
Stability of rating transitions 1 2 21 786 6 12 43 1,473
Strategic Debt Service 0 0 8 344 4 7 28 869
The Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market 0 0 0 0 0 1 3 264
The Timing of Multilateral Lending 0 0 0 24 0 1 3 105
The demand for risky assets: Sample selection and household portfolios 0 0 3 126 0 1 11 354
The estimation of transition matrices for sovereign credit ratings 1 1 3 226 1 3 17 529
The impact of capital requirements on U.K. bank behaviour 0 0 0 388 1 4 16 948
Time to default in the UK mortgage market 0 0 1 110 0 2 7 280
Value-at-risk techniques: an empirical study 0 0 0 0 0 0 2 187
Total Journal Articles 2 7 57 3,635 13 42 220 11,268


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 50 0 0 1 148
Total Chapters 0 0 0 50 0 0 1 148


Statistics updated 2022-11-05