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Immigration, assimilation and inequality of income distribution in Canada

Gray, David M. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10003732654

Factor model for stress-testing with a contingent claims model of the Chilean banking system

Gray, Dale; Walsh, James P. - 2008

Persistent link: https://www.econbiz.de/10003738026

Summary of: the impact of macroeconomic conditions on the instability and long-run inequality of workers earnings in Canada

Beach, Charles M.; Finnie, Ross Elliott; Gray, David M. - 2006

Persistent link: https://www.econbiz.de/10003287471

A risk-based debt sustainability framework : incorporating balance sheets and uncertainty

Gray, Dale; Lim, Cheng Hoon; Loukoianova, Elena; … - 2008

Persistent link: https://www.econbiz.de/10003674662

Systemic contingent claims analysis : estimating market-implied systemic risk

Jobst, Andreas A.; Gray, Dale - 2013

Persistent link: https://www.econbiz.de/10009726539

Measuring and analyzing sovereign risk with contingent claims

Gapen, Michael T.; Gray, Dale; Lim, Cheng Hoon; Xiao, … - 2005

Persistent link: https://www.econbiz.de/10003218864

The contingent claims approach to corporate vulnerability analysis : estimating default risk and economy-wide risk transfer

Gapen, Michael T.; Gray, Dale; Lim, Cheng Hoon; Xiao, … - 2004

Persistent link: https://www.econbiz.de/10002408336

Modeling banking, sovereign, and macro risk in a CCA global VAR

Gray, Dale; Groß, Marco; Paredes, Joan; Sydow, Matthias - 2013

The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 European countries and the United States. It is an integrated macroeconomic systemic...

Persistent link: https://www.econbiz.de/10012667482

Incorporating financial sector risk into monetary policy models : application to Chile

Gray, Dale; García, Carlos José; Luna, Leonardo; … - 2011

Persistent link: https://www.econbiz.de/10009422610

Modelling systemic financial sector and sovereign risk

Gray, Dale; Jobst, Andreas A. - In: Sveriges Riksbank economic review (2011) 2, pp. 68-106

Persistent link: https://www.econbiz.de/10012168577