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Liquidity and default in an exchange economy
Martínez S., Juan Francisco; Tsomocos, Dimitrios P. - In: Journal of financial stability 35 (2018), pp. 192-214
Persistent link: https://www.econbiz.de/10012156867
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Bank credit, inflation, and default risks over an infinite horizon
Goodhart, Charles A. E.; Tsomocos, Dimitrios P.; Wang, Xuan - In: Journal of financial stability 67 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014455477
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Debt deflation effects of monetary policy
Lin, Li; Tsomocos, Dimitrios P.; Vardoulakis, Alexandros P. - In: Journal of financial stability 21 (2015), pp. 81-94
Persistent link: https://www.econbiz.de/10011574426
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Post-crisis regulatory reform in banking : address insolvency risk, not illiquidity!
Thakor, Anjan V. - In: Journal of financial stability 37 (2018), pp. 107-111
Persistent link: https://www.econbiz.de/10012156948
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Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao; Li, Xuan - In: Insurance / Mathematics & economics 65 (2015), pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
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Optimal dividend payments under a time of ruin constraint : exponential claims
Hernández, Camilo; Junca, Mauricio - In: Insurance / Mathematics & economics 65 (2015), pp. 136-142
Persistent link: https://www.econbiz.de/10011422897
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The loss given default of a low-default portfolio with weak contagion
Wei, Li; Yuan, Zhongyi - In: Insurance / Mathematics & economics 66 (2016), pp. 113-123
Persistent link: https://www.econbiz.de/10011442721
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Minimizing lifetime poverty with a penalty for bankruptcy
Cohen, Asaf; Young, Virginia R. - In: Insurance / Mathematics & economics 69 (2016), pp. 156-167
Persistent link: https://www.econbiz.de/10011530945
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Debt rollover risk, credit default swap spread and stock returns : Evidence from the COVID-19 crisis
Liu, Ya; Qiu, Buhui; Wang, Teng - In: Journal of financial stability 53 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012793179
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Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran; Woo, Jae-Kyung - In: Insurance / Mathematics & economics 92 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012242033