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RePEc
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31
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
Saved in:
32
On a new approach for analyzing and managing macrofinancial risks
Merton, Robert C.
;
Billio, Monica
;
Getmansky, Mila
; …
- In:
Financial analysts' journal : FAJ
69
(
2013
)
2
,
pp. 22-33
Persistent link: https://www.econbiz.de/10009745669
Saved in:
33
Systemic contingent claims analysis : estimating market-implied systemic risk
Jobst, Andreas A.
;
Gray, Dale
-
2013
Persistent link: https://www.econbiz.de/10009726539
Saved in:
34
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:
35
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:
36
Incorporating financial sector risk into monetary policy models : application to Chile
Gray, Dale
;
García, Carlos José
;
Bodie, Zvi
;
Restrepo …
- In:
Financial stability, monetary policy, and central …
,
(pp. 159-197)
.
2011
Persistent link: https://www.econbiz.de/10009537398
Saved in:
37
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:
38
Israel : selected issues
Budina, Nina
;
Cipriani, Marco
;
Gray, Dale
;
Jobst, Andy
; …
-
2011
Persistent link: https://www.econbiz.de/10009612500
Saved in:
39
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
Saved in:
40
The contingent claims approach to corporate vulnerability analysis: estimating default risk and economywide risk transfer
Gapen, Michael T.
;
Gray, Dale
;
Lim, Cheng Hoon
;
Xiao, …
- In:
Corporate restructuring : lessons from experience ; …
,
(pp. 261-300)
.
2005
Persistent link: https://www.econbiz.de/10002861161
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