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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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Systemic contingent claim analysis : a model approach to systemic risk
Gray, Dale; Jobst, Andreas A. - In: Managing risk in the financial system, (pp. 93-110). 2011
Persistent link: https://www.econbiz.de/10009243278
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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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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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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