| 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 |
22 |
0 |
1 |
2 |
93 |
| 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 |
0 |
1,104 |
| An Assessment of the Internal Rating Based Approach in Basel II |
0 |
0 |
0 |
120 |
0 |
0 |
2 |
331 |
| Corporate Governance, Bank Mergers and Executive Compensation |
0 |
0 |
0 |
24 |
0 |
1 |
4 |
89 |
| Credit Risk Diversification |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
345 |
| Credit risk diversification: evidence from the eurobond market |
0 |
0 |
1 |
352 |
0 |
0 |
1 |
894 |
| Ex Ante Versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
113 |
0 |
1 |
3 |
581 |
| Ex Ante Versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
167 |
0 |
0 |
2 |
776 |
| Ex Ante versus Ex Post Regulation of Bank Capital |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
129 |
| Liquidity Risk, Credit Risk, Market Risk and Bank Capital |
0 |
0 |
2 |
46 |
0 |
0 |
5 |
268 |
| Predicting Agency Rating Migrations with Spread Implied Ratings |
0 |
1 |
2 |
128 |
0 |
1 |
2 |
363 |
| Price Discovery of Credit Spreads in Tranquil and Crisis Periods |
0 |
0 |
0 |
38 |
0 |
1 |
1 |
97 |
| Ratings versus equity-based credit risk modelling: an empirical analysis |
0 |
0 |
0 |
1,203 |
0 |
0 |
2 |
2,428 |
| Stability of ratings transitions |
1 |
2 |
5 |
1,367 |
1 |
3 |
8 |
2,372 |
| Stress Testing Credit Risk: The Great Depression Scenario |
0 |
0 |
0 |
169 |
0 |
0 |
0 |
388 |
| Systemic Risk and Bank Size |
0 |
1 |
1 |
61 |
0 |
1 |
3 |
169 |
| Tests on the Accuracy of Basel II |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
144 |
| The Equity-like Behaviour of Sovereign Bonds |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
74 |
| The Time Varying Properties of Credit and Liquidity Components of CDS Spreads |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
80 |
| 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 |
1 |
41 |
| 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 |
0 |
0 |
1 |
50 |
| Total Working Papers |
1 |
4 |
12 |
4,304 |
1 |
10 |
40 |
10,816 |
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