| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Admissions of International Graduate Students: Art or Science? A Business School Experience |
0 |
0 |
1 |
10 |
0 |
0 |
6 |
70 |
| Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk |
0 |
0 |
0 |
287 |
1 |
3 |
7 |
1,099 |
| An Assessment of the Internal Rating Based Approach in Basel II |
0 |
0 |
2 |
119 |
0 |
1 |
11 |
322 |
| Corporate Governance, Bank Mergers and Executive Compensation |
0 |
0 |
1 |
22 |
0 |
1 |
9 |
72 |
| Credit Risk Diversification |
1 |
2 |
9 |
72 |
5 |
16 |
67 |
263 |
| Credit risk diversification: evidence from the eurobond market |
0 |
1 |
5 |
347 |
1 |
3 |
15 |
880 |
| Ex Ante Versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
166 |
1 |
1 |
7 |
760 |
| Ex Ante Versus Ex Post Regulation of Bank Capital |
0 |
0 |
1 |
113 |
0 |
3 |
13 |
554 |
| Ex Ante versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
125 |
| Liquidity Risk, Credit Risk, Market Risk and Bank Capital |
0 |
1 |
7 |
33 |
4 |
17 |
83 |
199 |
| Predicting Agency Rating Migrations with Spread Implied Ratings |
1 |
3 |
4 |
117 |
3 |
5 |
13 |
339 |
| Price Discovery of Credit Spreads in Tranquil and Crisis Periods |
0 |
0 |
0 |
38 |
0 |
0 |
7 |
88 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
1 |
2 |
8 |
1,200 |
1 |
6 |
35 |
2,395 |
| Stability of ratings transitions |
2 |
5 |
14 |
1,338 |
2 |
7 |
36 |
2,299 |
| Stress Testing Credit Risk: The Great Depression Scenario |
0 |
1 |
6 |
166 |
0 |
2 |
14 |
377 |
| Systemic Risk and Bank Size |
0 |
0 |
2 |
50 |
1 |
4 |
19 |
111 |
| Tests on the Accuracy of Basel II |
0 |
0 |
0 |
44 |
0 |
2 |
5 |
136 |
| The Equity-like Behaviour of Sovereign Bonds |
0 |
0 |
1 |
37 |
0 |
0 |
8 |
61 |
| The Time Varying Properties of Credit and Liquidity Components of CDS Spreads |
1 |
1 |
2 |
7 |
1 |
4 |
9 |
33 |
| Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options |
0 |
0 |
0 |
4 |
0 |
0 |
5 |
34 |
| Which market drives credit spreads in tranquil and crisis periods? An analysis of the contribution to price discovery of bonds, CDS, stocks and options |
1 |
1 |
2 |
7 |
2 |
2 |
9 |
44 |
| Total Working Papers |
7 |
17 |
65 |
4,197 |
22 |
77 |
379 |
10,261 |
LogEc is hosted by the
Örebro University School of Business.