13 research outputs found
Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- Field of study
Country Default Probabilities: Assessing and Backtesting
- Author
- A Keswani
- A M�ller
- Alexander Karmann
- D
- D Maltritz
- Dominik Maltritz
- E A Clark
- E L Lehmann
- E P S P Jones
- F B Lehrbass
- F Black
- G Casella
- G Delianedis
- I E Ronn
- I Izvorski
- J
- J Eaton
- J Ericsson
- J J Merrick
- J R Andritzky
- J.-C Duan
- J.-C Duan
- J.-C.
- Jp Morgan
- Konstantin Vogl
- M
- M H Pesaran
- O Vasicek
- P
- P Crosbie
- R C Merton
- R Geske
- R Geske
- S C.
- S Claessens
- S Claessens
- Stefan Huschens
- V V Petrov
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2007
- Field of study
Which Countries Pay More or Less for Their Long Term Debt? A CART Approach.
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Sovereign Defaults by Currency Denomination
- Author
- A Berndt
- A Jeanneret
- A Monfort
- A R Ghosh
- Alexandre Jeanneret
- B Eichengreen
- B Eichengreen
- B Eichengreen
- B Eichengreen
- B Eichengreen
- C Arellano
- C M Reinhart
- C M Reinhart
- C M Reinhart
- D A Georgoutsos
- D Duffie
- D Kaufmann
- D Maltritz
- D Maltritz
- D Martin
- D T Beers
- E Remolona
- F A Longstaff
- F Broner
- G Bekaert
- G L Kaminsky
- H Genberg
- H Xia
- J Beirne
- J Bulow
- J Eaton
- J Hatchondo
- J Hilscher
- J Martinez
- J Pan
- J Y Campbell
- J.-C Cosset
- K Bernoth
- K J Forbes
- K J Forbes
- L Benzoni
- M A Petersen
- M Chamon
- M D Bordo
- M D Bordo
- M Schneider
- N Borri
- N Gennaioli
- N Mora
- O Jeanne
- P Augustin
- P Bolton
- P Hill
- R Cantor
- R G Gelos
- R Glick
- R Hausmann
- R Hausmann
- R Hausmann
- S Badaoui
- S C Andrade
- S Chava
- S Dell&apos
- S Eichler
- S Eichler
- Slim Souissi
- T Shumway
- V V Acharya
- V V Acharya
- V Z Yue
- W Du
- Z Liu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study
The Determinants of Government Yield Spreads in the Euro Area
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
How Euro-Area Sovereign Spreads Respond to Shocks? A TVP-FAVAR Model
- Author
- A Ang
- A Beber
- A Berndt
- A Ebner
- A Fontana
- A Krishnamurthy
- A Krishnamurthy
- A Mody
- A Shleifer
- A T Wang
- B Raunig
- B S Bernanke
- B S Bernanke
- C Capuano
- C Favero
- C Gaganis
- C K Carter
- C Otrok
- C Upper
- Campbell
- D Duffie
- D Duffie
- D Haugh
- D Korobilis
- D Lesmond
- D Maltritz
- D Maltritz
- Deutsche Bank
- E J Elton
- Emmanuel C. Mamatzakis
- F A Longstaff
- F A Longstaff
- F A Longstaff
- F Comelli
- F Panetta
- G Elliott
- G Gorton
- G Koop
- H F Lopes
- H Zhu
- I J M Arnold
- J Aizenman
- J Amato
- J De Wit
- J Duarte
- J Ejsing
- J Ericsson
- J F Geweke
- J Geweke
- J Gonzalo
- J Groba
- J H Stock
- J H Stock
- J H Stock
- J H Stock
- J Hull
- J Lemmen
- J Pan
- J V Hagen
- K Bernoth
- K Bhanot
- K Giesecke
- L F Ackert
- L Norden
- L Oliveira
- M A Kose
- M D Delis
- M Del Negro
- M Fleckenstein
- M Gapen
- M Mitchell
- P Collin-Dufresne
- P De Grauwe
- R Blanco
- R C Merton
- R F Engle
- R Giacomini
- R J Brenner
- R Stulz
- S Badaouia
- S Dieckmann
- S Sgherri
- S V Lizarazo
- T Adrian
- Vassilios Babalos
- W Buiter
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2013
- Field of study
The Center Still Holds: Financial Integration in the Euro Area
- Author
- Publication venue
- 'Springer Science and Business Media LLC'
- Publication date
- Field of study
Interest Rate Uncertainty and Sovereign Default Risk
- Author
- Alejandro Justiniano
- Alok Johri
- Ananth Ramanarayanan
- B Eichengreen
- Cesar Sosa Padilla
- Cristina Arellano
- C�sar Sosa-Padilla
- David Benjamin
- Demian Pouzo
- Dominik Maltritz
- Enrique Mendoza
- Gaston Gelos
- George Tauchen
- Grace Gu
- Gregor Kastner
- Hern�n D Seoane
- Javier Bianchi
- Javier Garc�a-Cicco
- Jens Hilscher
- Jes�s Fern�ndez-Villaverde
- Jonathan Eaton
- Juan Cruces
- Juan Hatchondo
- Kevin Cowan
- Mark Aguiar
- Mart�n Gonz�lez-Rozada
- Mart�n Uribe
- Nicholas Bloom
- Pablo D&apos
- Pablo Neumeyer
- Prachi Mishra
- Ricardo Reyes-Heroles
- Richard Cantor
- Satyajit Chatterjee
- Sebastian Edwards
- Shahed Khan
- Vikram Rai
- Vivian Yue
- � Ak?nc?
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Factors of the Term Structure of Sovereign Yield Spreads
- Author
- A Afonso
- A Ang
- A Ang
- A Harri
- A L Leite
- A Monfort
- A Ranaldo
- A T Bui
- B Rossi
- B T Mccallum
- C A Favero
- C Christiansen
- C Engel
- C Engel
- C P�rignon
- D Backus
- D Haugh
- D Maltritz
- E Moench
- F A Longstaff
- F Cortes
- F X Diebold
- G Bekaert
- G Bulkley
- G D Rudebusch
- G D Rudebusch
- G R Duffee
- G W Schwert
- H Dewachter
- H Lustig
- I T Jolliffe
- J Boudoukh
- J Boudoukh
- J Driessen
- J Hilscher
- J Juneja
- J R Barber
- K Bernoth
- K Rocha
- L Krippner
- L Oliveira
- L P Hansen
- L Sarno
- L Sarno
- M Bianchetti
- M D Chinn
- M D Pooter
- M Dungey
- M Eichenbaum
- M Fratzscher
- M Guidolin
- N C Mark
- N S Balke
- O Blaskowitz
- O Erdogan
- P Bacchetta
- P.-O Gourinchas
- Q Dai
- R A Meese
- R Bikbov
- R Dornbusch
- R H Clarida
- R H Clarida
- R Litterman
- R Martell
- R Sueppel
- S Eichler
- S J Koopman
- S Lardic
- Stefan Trrck
- W K Newey
- Y.-C Chen
- Y.-C Chen
- Z Darvas
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Currency Crisis Prediction Using ADR Market Data - An Options-Based Approach
- Author
- A Harvey
- A Karmann
- A Keswani
- A Torre
- B Eichengreen
- B Eichengreen
- D G Wei
- Dominik Maltritz
- E A Clark
- E F Fama
- F Black
- F Black
- F Longstaff
- G A Karolyi
- G Delianedis
- G L Kaminsky
- G L Kaminsky
- J A Chan-Lau
- J A Frankel
- J E Stiglitz
- J W Gunther
- J.-C Duan
- J.-C Duan
- J.-C Duan
- J.-C Duan
- Kme Dominguez
- Levy Yeyati
- M Melvin
- O A Vasicek
- O Vasicek
- R C Merton
- R C Merton
- R Geske
- R J Gropp
- S Auguste
- S Claessens
- S Claessens
- S L Schmukler
- Stefan Eichler
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2008
- Field of study