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JEL Classification F37
"International Finance Forecasting and Simulation"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the F37 classification.     (sorted by date)

Aggregate and Firm-level Measures of Systemic Risk from a Structural Model of Default
by Alexander Reyngold of Moody's Analytics,
Shnyra Ksenia of Moody's Analytics, and
Roger Stein of MIT Laboratory for Financial Engineering
(1620K PDF) -- 35 pages -- June 13, 2013

Monitoring Banking Sector Risks: An applied approach
by Christian Weistroffer of Deutsche Bank & Goethe University, and
Veronica Vallés of Deutsche Bank
(915K PDF) -- 43 pages -- October 28, 2008

Predicting Sovereign Debt Crises Using Artificial Neural Networks: A comparative approach
by Marco Fioramanti of the Istituto di Studi e Analisi Economica - (ISAE)
(323K PDF) -- 32 pages -- October 2006

"Rules of Thumb" for Sovereign Debt Crises
by Paolo Manasse of the Università di Bologna & the International Monetary Fund, and
Nouriel Roubini of the New York University
(490K PDF) -- 33 pages -- March 2005

A Risk Management Approach to Emerging Markets Sovereign Debt Sustainability with an Application to Brazilian Data
by Márcio Gomes Pinto Garcia of Pontifícia Universidade Católica do Rio de Janeiro, and
Roberto Rigobon of the Massachusetts Institute of Technology
(433K PDF) -- 26 pages -- March 17, 2004

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