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DP16898 Do the SDGs affect sovereign bond spreads? First evidence 智库出版物
2022
作者:  Eline Ten Bosch;  Mathijs Van Dijk;  Dirk Schoenmaker
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Sustainable development goals  Sovereign credit default swaps  Sovereign credit spreads  Default risk  Country sdg performance  
DP16628 Bank Use of Sovereign CDS in the Eurozone Crisis: Hedging and Risk Incentives 智库出版物
2021
作者:  Viral Acharya;  Timothy Johnson
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Credit derivatives  Credit default swaps  Sovereign credit risk  Eurozone  Sovereign debt crisis  Depository trust and clearing corporation (dtcc)  
Default expectations and currency movements 智库出版物
2021
作者:  Pasquale Della Corte;  LUCIO SARNO;  Maik Schmeling;  Christian Wagner
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Sovereign default  Exchange rates  risk premium  Volatility  Sovereign risk  Credit default swap  
Populism, political risk and the economy: What we can learn from the Italian experience 智库出版物
2020
作者:  Pierluigi Balduzzi;  Emanuele Brancati;  Marco Brianti;  Fabio Schiantarelli
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Italy  Populism  Politics  Political risk  Credit default swaps  
DP14327 The Aggregate Consequences of Default Risk: Evidence from Firm-level Data 智库出版物
2020
作者:  Tim Besley;  John Van Reenen;  Isabelle Roland
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Productivity  Default risk  Credit frictions  Misallocation  
DP12857 Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads 智库出版物
2018
作者:  Mikhail Chernov;  Patrick Augustin
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Credit default swaps  Exchange rates  Credit risk  Sovereign debt  Contagion  
DP12168 Asset encumbrance and bank risk: First evidence from public disclosures in Europe 智库出版物
2017
作者:  Albert Banal-Estanol;  Dmitry Khametshin
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Asset encumbrance  Collateral  Bank risk  Credit default swaps  
The Bank of Japan at the policy frontier 智库出版物
2016
作者:  Stephen Cecchetti;  Kim Schoenholtz
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Government bonds  Financial crisis  Credit risk  Liquidity  Default  Eurozone  
DP11145 Securitisation Bubbles: Structured finance with disagreement about default correlations 智库出版物
2016
作者:  Tobias Broer
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Cdo  Rmbs  Disagreement  Default correlation  Credit risk  Great recession  Housing bubble  
Systemic Risk Management in Financial Networks with Credit Default Swaps. 智库出版物
2016
作者:  Leduc MV;  Poledna S;  Thurner S
Adobe PDF(4235Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2019/06/18
Systemic Risk, Credit Default Swaps, DebtRank, Agent-Based Models, Multiplex Networks, Interbank Systems