Statistical analysis of Greek sovereign debt denominated in gold and traded on the London Stock Exchange from the … its debt obligations. No a priori specification of important dates is made. Military defeat and its aftermath exerted a … strong negative impact on the value of Greek sovereign debt. The statistical analysis shows that investors acted upon news of …

distribution arising from correlated credit eventsfor any arbitrary portfolio of counterparty exposures, downto the individual … and credit migrations.1 Theimportance of tabulating the exact loss distribution ishighlighted by the fact that … that managementfaces a distribution of potential losses rather than asingle potential loss. In order to define credit risk …

individual homeowner credit histories to the loan-levelanalysis of the factors influencing the probability that a homeownerwill … refinance. In addition to credit histories, we includein the analysis changes in individual homeowner’s equity and inthe overall …

We consider a general equilibrium model with frictions in credit markets used by households. Inour economy, houses …

).1 In this period, state debt amassed rapidly due to increased market loans abroad. In order to evaluate the credibility of … money was an immediate problem, rather than fiscal policies causing the fiscal deficits and internal debt. Their conclusion …