| Title | Author(s) | |
|---|---|---|
A dynamic default dependence modelBank of Italy Working Papers [View] (Paper: 892, 14.12.2012) |
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Sharing a risky cakeReserve Bank of New Zealand Discussion Papers [View] (Paper: DP2010/06, 01.10.2010) |
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The Merton Approach to Estimating Loss Given Default: Application to the Czech RepublicCzech National Bank Working papers [View] (Paper: 2009/13, 19.08.2010) |
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Dynamics in Systematic LiquiditySt Louis Fed Working Papers [View] (Paper: 2009-025, 27.05.2009) |
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Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocksEuropean Central Bank Working papers [View] (Paper: 1002, 16.02.2009) |
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An Analytical Approach to Merton´s Rational Option Pricing Theory.Bank of Mexico Working Papers [View] (Paper: 2008-03, 03.04.2008) |
