Search Results for Contingent Claims

Sort By
Showing 1-6 of 112

The purpose of this paper is to develop a model framework for the analysis of interactions...

This paper explores how prudential regulations can support monetary policy in reducing output...

In this paper, we examine the ability of the contingent claims approach (CCA) to identify...

The global financial crisis has highlighted the potential of financial conditions for influencing...

This paper derives risk indicators for the major Chilean banks based on contingent claims...

This paper proposes a new framework for the analysis of public sector debt sustainability. The...