| 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 |
2 |
2 |
3 |
12 |
5 |
5 |
8 |
75 |
| 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 |
0 |
0 |
7 |
1,101 |
| An Assessment of the Internal Rating Based Approach in Basel II |
0 |
0 |
2 |
119 |
2 |
3 |
9 |
326 |
| Corporate Governance, Bank Mergers and Executive Compensation |
0 |
1 |
1 |
23 |
1 |
2 |
7 |
76 |
| Credit Risk Diversification |
0 |
0 |
7 |
73 |
6 |
13 |
62 |
281 |
| Credit risk diversification: evidence from the eurobond market |
1 |
1 |
6 |
348 |
1 |
3 |
13 |
883 |
| Ex Ante Versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
166 |
0 |
0 |
6 |
760 |
| Ex Ante Versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
113 |
0 |
1 |
10 |
556 |
| Ex Ante versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
20 |
0 |
1 |
2 |
126 |
| Liquidity Risk, Credit Risk, Market Risk and Bank Capital |
0 |
0 |
6 |
33 |
2 |
6 |
69 |
209 |
| Predicting Agency Rating Migrations with Spread Implied Ratings |
0 |
0 |
4 |
117 |
1 |
3 |
14 |
344 |
| Price Discovery of Credit Spreads in Tranquil and Crisis Periods |
0 |
0 |
0 |
38 |
1 |
1 |
5 |
90 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
0 |
0 |
4 |
1,200 |
1 |
1 |
26 |
2,398 |
| Stability of ratings transitions |
2 |
5 |
17 |
1,343 |
5 |
13 |
39 |
2,313 |
| Stress Testing Credit Risk: The Great Depression Scenario |
0 |
1 |
7 |
167 |
3 |
5 |
18 |
383 |
| Systemic Risk and Bank Size |
1 |
3 |
3 |
53 |
7 |
12 |
23 |
124 |
| Tests on the Accuracy of Basel II |
0 |
0 |
0 |
44 |
0 |
0 |
5 |
138 |
| The Equity-like Behaviour of Sovereign Bonds |
0 |
0 |
1 |
37 |
3 |
3 |
7 |
65 |
| The Time Varying Properties of Credit and Liquidity Components of CDS Spreads |
0 |
0 |
1 |
7 |
0 |
2 |
7 |
35 |
| 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 |
4 |
35 |
| 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 |
7 |
0 |
1 |
7 |
46 |
| Total Working Papers |
6 |
13 |
63 |
4,211 |
38 |
75 |
348 |
10,364 |
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