Risk management in the global economy: A review essay
William C. Hunter, Stephen D. Smith
págs. 205-221
Measuring off-balance-sheet leverage
Peter Breuer
págs. 223-242
Risk management and the credit risk premium
Tim Rene Adam
págs. 243-269
Daniel A. Rogers
págs. 271-295
Richard D. MacMinn
págs. 297-301
The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
Michel Dietsch, Joel Petey
págs. 303-322
GARCH vs. stochastic volatility: Option pricing and risk management
Martin Scheicher, Christian Schittenkopf, Alfred Lehar
págs. 323-345
Modeling correlated market and credit risk in fixed income portfolios
William F. Maxwell, Theodore M. Barnhill Jr.
págs. 347-374
págs. 375-380
Testing the stability of implied probability density functions
Robert R. Bliss, Nikolaos Panigirtzoglou
págs. 381-421
Analyzing rating transitions and rating drift with continuous observations
Torben M. Skodeberg, David Lando
págs. 423-444
Ratings migration and the business cycle, with application to credit portfolio stress testing
Christian Schagen, Andre Kronimus, Anil Bangia, Francis X. Diebold, Til Schuermann
págs. 445-474
Trade, credit and systemic fragility
John Bryant
págs. 475-489
págs. 491-517
Sovereign liquidity crises: Analytics and implications for public policy
Andrew G. Haldane, Prasanna Gai, Michael Chui
págs. 519-546
págs. 547-565
Neil Doherety, J. David Cummins, Anita Lo
págs. 557-583
págs. 585-596
Labor income and risky assets under market incompleteness: Evidence from Italian data
Luigi Ventura, Giuseppe Grande
págs. 597-613
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