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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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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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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