Jean Helwege - Central Bank Research Hub

Papers by year: All | 2012 | 2009 | 2003

Title Other author(s)

On Bounding Credit Event Risk Premia

New York Fed Staff reports [View] (Paper: 577, 30.11.2012)

Modeling Credit Contagion via the Updating of Fragile Beliefs

Chicago Fed Working papers [View] (Paper: WP-2012-04, 01.11.2012)

Credit Default Swap Auctions

New York Fed Staff reports [View] (Paper: 372, 19.05.2009)

JEL: G10, G13, G33

Private matters

Bank for International Settlements Working papers [View] (Paper: 266, 21.01.2009)

JEL: G24, G32, G34

Initial Public Offerings in Hot and Cold Markets

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2003-4, 12.03.2003)

Papers by year: All | 2012 | 2009 | 2003