| 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 |
0 |
22 |
1 |
1 |
5 |
98 |
| Agency Incentives and Reputational Distortions: a Comparison of the Effectiveness of Value-at-Risk and Pre-commitment in Regulating Market Risk |
0 |
0 |
1 |
288 |
0 |
1 |
4 |
1,108 |
| An Assessment of the Internal Rating Based Approach in Basel II |
0 |
0 |
2 |
123 |
1 |
3 |
8 |
343 |
| Corporate Governance, Bank Mergers and Executive Compensation |
0 |
0 |
0 |
24 |
0 |
2 |
2 |
92 |
| Credit Risk Diversification |
0 |
2 |
3 |
86 |
0 |
3 |
6 |
352 |
| Credit risk diversification: evidence from the eurobond market |
0 |
1 |
2 |
354 |
0 |
4 |
9 |
905 |
| Ex Ante Versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
113 |
1 |
10 |
14 |
597 |
| Ex Ante Versus Ex Post Regulation of Bank Capital |
0 |
1 |
2 |
169 |
1 |
5 |
15 |
793 |
| Ex Ante versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
21 |
1 |
5 |
10 |
139 |
| Liquidity Risk, Credit Risk, Market Risk and Bank Capital |
0 |
1 |
1 |
47 |
1 |
11 |
15 |
285 |
| Predicting Agency Rating Migrations with Spread Implied Ratings |
0 |
0 |
0 |
130 |
0 |
2 |
5 |
371 |
| Price Discovery of Credit Spreads in Tranquil and Crisis Periods |
0 |
0 |
2 |
40 |
0 |
7 |
11 |
112 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
0 |
0 |
1 |
1,204 |
0 |
4 |
7 |
2,435 |
| Stability of ratings transitions |
0 |
2 |
5 |
1,376 |
2 |
10 |
19 |
2,397 |
| Stress Testing Credit Risk: The Great Depression Scenario |
0 |
1 |
2 |
172 |
0 |
4 |
8 |
397 |
| Systemic Risk and Bank Size |
0 |
0 |
0 |
61 |
4 |
13 |
19 |
191 |
| Tests on the Accuracy of Basel II |
0 |
0 |
0 |
46 |
0 |
5 |
6 |
150 |
| The Equity-like Behaviour of Sovereign Bonds |
0 |
1 |
1 |
40 |
0 |
2 |
4 |
78 |
| The Time Varying Properties of Credit and Liquidity Components of CDS Spreads |
0 |
0 |
1 |
10 |
0 |
3 |
6 |
87 |
| 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 |
7 |
1 |
3 |
4 |
56 |
| 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 |
1 |
5 |
0 |
5 |
10 |
56 |
| Total Working Papers |
0 |
9 |
24 |
4,338 |
13 |
103 |
187 |
11,042 |
LogEc is hosted by the
Örebro University School of Business.