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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
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New framework for measuring and managing macrofinancial risk and financial stability
Gray, Dale (contributor); Merton, Robert C. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003740226
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A new framework for analyzing and managing macrofinancial risks of an economy
Gray, Dale (contributor); Merton, Robert C. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003436639
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International transmission of bank and corporate distress
Chen, Qianying; Gray, Dale; N'Diaye, Papa M'B. P.; … - 2010
Persistent link: https://www.econbiz.de/10003989381
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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
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Chile: selected issues
Söderling, Ludvig; Monfort, Brieuc; Walsh, James P.; … - 2007
Persistent link: https://www.econbiz.de/10003551504
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Israel : selected issues
Budina, Nina; Cipriani, Marco; Gray, Dale; Jobst, Andy; … - 2011
Persistent link: https://www.econbiz.de/10009612500
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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
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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
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Evaluation of taxes and revenues from the energy sector in the Baltics, Russia, and other former Soviet Union countries
Gray, Dale - 1998
Persistent link: https://www.econbiz.de/10000990922