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Records found: 25

DP14986	Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds Author(s): Mikhail Chernov, Drew Creal and Peter Hördahl Published: July 2020
DP14918	The Geography of Mortgage Lending in Times of FinTech Author(s): Christoph Basten and Steven Ongena Published: June 2020
DP14259	How do machine learning and non-traditional data affect credit scoring? New evidence from a Chinese fintech firm Author(s): Leonardo Gambacorta, Yiping Huang, Han Qiu and Jingyi Wang Published: December 2019
DP14212	Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks Author(s): Friederike Niepmann and Tim Schmidt-Eisenlohr Published: December 2019
DP14105	Benchmark interest rates when the government is risky Author(s): Patrick Augustin, Mikhail Chernov, Lukas Schmid and Dongo Song Published: November 2019
DP12857	Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads Author(s): Patrick Augustin, Mikhail Chernov and Dongho Song Published: April 2018
DP12624	Modeling Your Stress Away Author(s): Friederike Niepmann and Viktors Stebunovs Published: January 2018
DP12039	The Fiscal-Monetary Policy Mix in the Euro Area: Challenges at the Zero Lower Bound Author(s): Athanasios Orphanides Published: May 2017
DP11679	"High & Dry": The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910) Author(s): Matthieu Chavaz and Marc Flandreau Published: December 2016
DP11269	Bank Exposures and Sovereign Stress Transmission Author(s): Carlo Altavilla, Marco Pagano and Saverio Simonelli Published: May 2016
DP11236	Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK Author(s): Janine Aron and John Muellbauer Published: April 2016
DP11145	Securitisation Bubbles: Structured finance with disagreement about default correlations Author(s): Tobias Broer Published: March 2016
DP10370	Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area Author(s): Marcel Fratzscher and Malte Rieth Published: January 2015
DP9665	Sovereign credit ratings in the European Union: a model-based fiscal analysis Author(s): Vito Polito and Michael R. Wickens Published: September 2013
DP9205	Modeling default correlation in a US retail loan portfolio Author(s): Dennis Bams, Magdalena Pisa and Christian C Wolff Published: November 2012
DP9150	Modelling the U.S. sovereign credit rating Author(s): Vito Polito and Michael R. Wickens Published: September 2012
DP8398	Interest Rates and Credit Risk Author(s): Carlos González-Aguado and Javier Suarez Published: May 2011
DP7122	Rollover Risk and Market Freezes Author(s): Viral V. Acharya, Douglas M Gale and Tanju Yorulmazer Published: January 2009
DP6669	Does Competition Reduce the Risk of Bank Failure? Author(s): David Martinez-Miera and Rafael Repullo Published: January 2008
DP6584	Optimal Credit Risk Transfer, Monitored Finance and Real Investment Activity Author(s): Sudipto Bhattacharya and Gabriella Chiesa Published: November 2007
DP6514	Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk? Author(s): Gabriel Jiménez, Steven Ongena, José Luis Peydró and Jesús Saurina Published: October 2007
DP6179	Market Liquidity and Funding Liquidity Author(s): Markus K Brunnermeier and Lasse Heje Pedersen Published: March 2007
DP4770	Economic and Regulatory Capital: What is the Difference? Author(s): Abel Elizalde and Rafael Repullo Published: December 2004
DP4674	The Comovement of Credit Default Swap, Bond and Stock Markets: An Empirical Analysis Author(s): Lars Norden and Martin Weber Published: October 2004
DP4265	Credit Risk Transfer and Financial Sector Performance Author(s): Ian W Marsh and Wolf Wagner Published: February 2004

Records Found 25