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The demand for risky assets : sample selection and household portfolios
Perraudin, William R. M.; Sørensen, Bent E. - In: Journal of econometrics 97 (2000) 1, pp. 117-144
Persistent link: https://www.econbiz.de/10001487321
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A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
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The credit-constrained consumer : an empirical study of demand and supply in the loan market
Perraudin, William R. M. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 2, pp. 179-192
Persistent link: https://www.econbiz.de/10001124467
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Inflation and portfolio choice
Perraudin, William R. M. - In: Staff papers / International Monetary Fund 34 (1987) 4, pp. 739-759
Persistent link: https://www.econbiz.de/10001039897
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Ratings-based credit risk modelling : an empirical analysis
Nickell, Pamela; Perraudin, William R. M.; Varotto, Simone - In: International review of financial analysis 16 (2007) 5, pp. 434-451
Persistent link: https://www.econbiz.de/10003612970
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Mortgage default and possession under recourse : a competing hazards approach
Lambrecht, Bart M.; Perraudin, William R. M.; Satchell, … - In: Journal of money, credit and banking : JMCB 35 (2003) 3, pp. 425-442
Persistent link: https://www.econbiz.de/10001776419
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On the consistency of ratings and bond market yields
Perraudin, William R. M.; Taylor, Alex P. - In: Journal of banking & finance 28 (2004) 11, pp. 2769-2788
Persistent link: https://www.econbiz.de/10002361926
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Special issue on Banks and systemic risk
Jackson, Patricia (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001664874
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Regulatory and "economic" solvency standards for internationally active banks
Jackson, Patricia; Perraudin, William R. M.; Saporta, … - In: Journal of banking & finance 26 (2002) 5, pp. 953-976
Persistent link: https://www.econbiz.de/10001665095
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The estimation of transition matrices for sovereign credit ratings
Hu, Yen-ting; Kiesel, Rudiger; Perraudin, William R. M. - In: Journal of banking & finance 26 (2002) 7, pp. 1383-1406
Persistent link: https://www.econbiz.de/10001688520