the web's biggest credit risk modeling resource.

Credit Jobs

Home Glossary Links FAQ / About Site Guide Search

Submit Your Paper

In Rememberance: World Trade Center (WTC)

JEL Classification F21
"International Investment; Long-Term Capital Movements"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the F21 classification.     (sorted by date)

Samad, Abdus, "Credit Risk Determinants of Bank Failure: Evidence from US Bank Failure", International Business Research, Vol. 5, No. 9, (September 2012), pp. 10-15.

A Model of Asset Pricing under Country Risk
by Sandro C. Andrade of the University of Miami
(466K PDF) -- 25 pages -- June 2009

Sovereign Risk Premia
by Nicola Borri of Boston University, and
Adrien Verdelhan of Boston University
(392K PDF) -- 49 pages -- December 1, 2008

How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa
by Marcel Peter of Swiss National Bank, and
Martin Grandes of the American University of Paris
(928K PDF) -- 64 pages -- November 2005

[Home] [JEL Classification]