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~subject:"Country risk"
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Country risk
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Measuring and analyzing sovereign risk with contingent claims
Gapen, Michael
;
Gray, Dale
;
Lim, Cheng Hoon
;
Xiao, Yingbin
- In:
IMF staff papers
55
(
2008
)
1
,
pp. 109-148
Persistent link: https://www.econbiz.de/10003731239
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2
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
Saved in:
3
New framework for measuring and managing macrofinancial risk and financial stability
Gray, Dale
;
Merton, Robert C.
;
Bodie, Zvi
-
2009
Persistent link: https://www.econbiz.de/10008822818
Saved in:
4
New framework for measuring and managing macrofinancial risk and financial stability
Gray, Dale
;
Merton, Robert C.
;
Bodie, Zvi
-
2007
Persistent link: https://www.econbiz.de/10003604120
Saved in:
5
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
Saved in:
6
Modeling financial crises and sovereign risks
Gray, Dale
- In:
Annual review of financial economics
1
(
2009
),
pp. 117-144
Persistent link: https://www.econbiz.de/10003924495
Saved in:
7
Sovereign and financial-sector risk: measurement and interactions
Gray, Dale
;
Malone, Samuel W.
- In:
Annual review of financial economics
4
(
2012
),
pp. 297-312
Persistent link: https://www.econbiz.de/10009690313
Saved in:
8
Financial, sovereign, and macro risk in the European Union : contingent claims approach
Gray, Dale
- In:
From fragmentation to financial integration in Europe
,
(pp. 69-96)
.
2014
Persistent link: https://www.econbiz.de/10010356356
Saved in:
9
Measuring and managing macrofinancial risk and financial stability : a new framework
Gray, Dale
;
Merton, Robert C.
;
Bodie, Zvi
- In:
Financial stability, monetary policy, and central …
,
(pp. 125-157)
.
2011
Persistent link: https://www.econbiz.de/10009537399
Saved in:
10
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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