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) 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 Universitŕ 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 PUC-Rio, and
Roberto Rigobon of the Massachusetts Institute of Technology
(433K PDF) -- 26 pages -- March 17, 2004
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