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JEL Code: H63

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Viewing: 41 - 90 of 1,339 papers

41.

Counterparty Risk FAQ: Credit VaR, PFE, CVA, DVA, Closeout, Netting, Collateral, Re-Hypothecation, WWR, Basel, Funding, CCDS and Margin Lending

Number of pages: 57 Posted: 05 Nov 2011 Last Revised: 18 Jun 2012
Working Paper Series
Imperial College London - Department of Mathematics
Downloads 3,708
42.

How to Restructure Venezuelan Debt (¿Cómo restructurar la deuda venezolana?)

Duke Law School Public Law & Legal Theory Series No. 2017-52
Number of pages: 37 Posted: 27 Jul 2017 Last Revised: 22 Aug 2017
Accepted Paper Series
Cleary Gottlieb Steen & Hamilton LLP - New York Office and Duke University School of Law
Downloads 2,975
43.

Can Taxes and Bonds Finance Government Spending?

Levy Economics Institute Working Paper No. 244
Number of pages: 28 Posted: 14 Aug 1998
Working Paper Series
University of Missouri at Kansas City - Economics
Downloads 2,441
44.

The Euro Area Crisis: Politics Over Economics

MIT Sloan Research Paper No. 5091-14
Number of pages: 35 Posted: 11 Jun 2014
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,828
45.

Sovereign Risk Premia in the European Government Bond Market

ECB Working Paper No. 369
Number of pages: 39 Posted: 02 Dec 2004
Working Paper Series
German Institute for Economic Research (DIW Berlin), University of Bonn - Institute of Economic Policy and European Central Bank (ECB)
Downloads 1,782
46.

Opening Pandora's Box: Sovereign Bonds in International Arbitration

American Journal of International Law, Vol. 101, pp. 711-759, 2007
Number of pages: 49 Posted: 08 Mar 2010
Accepted Paper Series
University of Cambridge - Faculty of Law
Downloads 1,570
47.

Sovereign Defaults in Court

Number of pages: 57 Posted: 16 Dec 2012 Last Revised: 07 May 2014
Working Paper Series
Free University of Berlin (FUB), Ludwig Maximilian University of Munich and Hertie School of Governance and Harvard University
Downloads 1,506
48.

The Euro Area Crisis Five Years After the Original Sin

MIT Sloan Research Paper No. 5147-15
Number of pages: 33 Posted: 21 Oct 2015
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,325
49.

The Argentine Financial Crisis: State Liability Under BITs and the Legitimacy of the ICSID System

U of Penn, Inst for Law & Econ Research Paper No. 08-01
Number of pages: 32 Posted: 01 Feb 2008
Working Paper Series
University of Pennsylvania Law School

Multiple version iconThere are 2 versions of this paper

Downloads 1,130
50.

European Economic Crisis: Ireland in Comparative Perspective

APSA 2010 Annual Meeting Paper
Number of pages: 41 Posted: 23 Aug 2010 Last Revised: 30 Oct 2010
Working Paper Series
University College Dublin (UCD) and University College Dublin - School of Politics and International Relations
Downloads 1,120
51.

The Impact of High and Growing Government Debt on Economic Growth: An Empirical Investigation for the Euro Area

ECB Working Paper No. 1237
Number of pages: 42 Posted: 25 Aug 2010
Working Paper Series
European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,095
52.

The Home Bias in Sovereign Ratings

University of Heidelberg Department of Economics Discussion Paper Series No. 552
Number of pages: 55 Posted: 22 Dec 2013
Working Paper Series
University of Heidelberg - Alfred Weber Institute for Economics and University of Zurich - Chair of Political Economy

Multiple version iconThere are 3 versions of this paper

Downloads 1,091
53.

The Real Effects of Credit Ratings: The Sovereign Ceiling Channel

Journal of Finance, Forthcoming
Number of pages: 75 Posted: 03 Nov 2013 Last Revised: 05 Oct 2017
Accepted Paper Series
University of Illinois at Urbana-Champaign, University of Kentucky, Nova School of Business and Economics and University of Western Ontario - Richard Ivey School of Business
Downloads 1,083
54.

The Repurchase Agreement Refined: GCF Repo

Current Issues in Economics and Finance, Vol. 9, No. 6, June 2003
Number of pages: 7 Posted: 14 Mar 2005
Accepted Paper Series
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 1,056
55.

Sovereign Debt Restructuring and the Best Interest of Creditors

Vanderbilt Law Review, Vol. 57, Pg. 1, 2004, GWU Law School, Public Law Research Paper No. 59, Georgetown Law and Economics Research Paper No. 387880
Number of pages: 79 Posted: 14 Mar 2003 Last Revised: 25 Dec 2014
Accepted Paper Series
University of Pennsylvania Law School and Duke University School of Law
Downloads 1,003
56.

An Integrated Pricing Model for Defaultable Loans and Bonds

Data Not Availalbe, Cass Business School Research Paper
Number of pages: 21 Posted: 23 May 2003
Working Paper Series
New York University (NYU) - Salomon Center and Algorithmics

Multiple version iconThere are 3 versions of this paper

Downloads 973
57.

Governmental Accounting and Austerity Policies: Accounting Representations of Public Debt and Deficit in Europe and Abroad

Accounting Forum (2016). DOI: dx.doi.org/10.1016/j.accfor.2016.05.003, EGPA Permanent Study Group XII “Public Sector Financial Management”, ISCTE Business School, Lisbon (Portugal), May 8-9, 2014., Accounting, Economics and Law Research Network Conference, SASE Annual Meeting, University of Milano, 27-29 June 2013. , 8th International EIASM Public Sector Conference, Edinburgh (UK), 2-4 September, 2014.,
Number of pages: 25 Posted: 06 Apr 2013 Last Revised: 06 Jun 2016
Working Paper Series
French National Center for Scientific Research (CNRS)
Downloads 969
58.

The Budget Deficit, Public Debt and Endogenous Growth

Universitaet der Bundeswehr Hamburg, Economic Theory Discussion Paper No. 2/2002
Number of pages: 16 Posted: 17 Jan 2003
Working Paper Series
HWWI - Hamburg Institute of International Economics
Downloads 968
59.

Government Bond Risk Premiums in the EU Revisited: The Impact of the Financial Crisis

ECB Working Paper No. 1152
Number of pages: 29 Posted: 27 Feb 2010
Working Paper Series
European Central Bank (ECB), University of Bonn and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 953
60.

Is the ‘Euro Bond’ the Answer to the Euro Sovereign Debt Crisis? What Outcome Can Investors Expect Out of Europe?

The Journal of Wealth Management, Vol. 14, No. 4, pp. 11-21, 2012
Number of pages: 28 Posted: 06 Feb 2012
Accepted Paper Series
McGill University - School of Continuing Studies
Downloads 934
61.

Origins and Development of Credit-Based Crowdfunding

Number of pages: 30 Posted: 30 May 2014 Last Revised: 30 Jun 2015
Working Paper Series
Pepperdine University - Graziadio School of Business and Management
Downloads 893
62.

What 'Hides' Behind Sovereign Debt Ratings?

ECB Working Paper No. 711
Number of pages: 67 Posted: 19 Jan 2007
Working Paper Series
University of Lisbon - ISEG (School of Economics and Management), Universidad Carlos III de Madrid and European Central Bank (ECB)
Downloads 878
63.

Financial Crisis Containment

Connecticut Law Review, Vol. 41, No. 4, May 2009, Rutgers School of Law-Newark Research Papers No. 047
Number of pages: 59 Posted: 08 May 2009
Accepted Paper Series
Georgetown University Law Center
Downloads 865
64.

Santa Anna and His Black Eagle: The Origins of Pari Passu?

Number of pages: 37 Posted: 20 Feb 2014 Last Revised: 25 Dec 2014
Working Paper Series
Federal Reserve Bank of Chicago and Duke University School of Law
Downloads 857
65.

Pricing Contract Terms in a Crisis: Venezuelan Bonds in 2016

Forthcoming, Capital Markets Law Journal (2016)
Number of pages: 22 Posted: 13 Jun 2016 Last Revised: 11 Jul 2017
Accepted Paper Series
Bocconi University - Department of Finance, Bocconi University - Department of Finance, Duke University School of Law and University of Zurich - Department of Banking and Finance
Downloads 801
66.

Repurchase Agreements with Negative Interest Rates

Current Issues in Economics and Finance, Vol. 10, No. 5, April 2004
Number of pages: 7 Posted: 04 Oct 2004
Accepted Paper Series
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 798
67.

Fiscal and Monetary Policies and Economic Growth

Number of pages: 25 Posted: 06 Mar 2008
Working Paper Series
Bucharest Academy of Economic Studies
Downloads 797
68.

Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth

Boston U. School of Management Research Paper No. 2011-8
Number of pages: 33 Posted: 04 Mar 2011 Last Revised: 21 Nov 2013
Working Paper Series
Boston University - Department of Finance & Economics and Amundi Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 794
69.

CCPs, Central Clearing, CSA, Credit Collateral and Funding Costs Valuation FAQ: Re-Hypothecation, CVA, Closeout, Netting, WWR, Gap-Risk, Initial and Variation Margins, Multiple Discount Curves, FVA?

Number of pages: 56 Posted: 01 Dec 2013 Last Revised: 10 Dec 2013
Working Paper Series
Imperial College London - Department of Mathematics and Banca IMI
Downloads 789
70.

Public Debt Around the World: A New Dataset of Central Government Debt

Inter-American Development Bank Working Paper No. 561
Number of pages: 16 Posted: 02 Apr 2006
Working Paper Series
Goethe University Frankfurt and United Nations - Conference on Trade and Development (UNCTAD)

Multiple version iconThere are 2 versions of this paper

Downloads 770
71.

What Happened in Cyprus? The Economic Consequences of the Last Communist Government in Europe

MIT Sloan Research Paper No. 5089-14
Number of pages: 51 Posted: 29 May 2014
Working Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 765
72.

Are All Credit Default Swap Databases Equal?

Number of pages: 53 Posted: 22 Nov 2010 Last Revised: 17 Jan 2013
Working Paper Series
Banco de España, Universidad Carlos III de Madrid - Department of Business Administration and University of California, Los Angeles (UCLA) - Finance Area

Multiple version iconThere are 3 versions of this paper

Downloads 760
73.

Predicting Sovereign Debt Crises

IMF Working Paper No. 03/221
Number of pages: 41 Posted: 14 Feb 2006
Working Paper Series
Università degli Studi di Bologna - Department of Economics, New York University - Leonard N. Stern School of Business - Department of Economics and International Monetary Fund (IMF)
Downloads 751
74.

Managing Sovereign Credit Risk in Bond Portfolios

Number of pages: 27 Posted: 09 Nov 2011 Last Revised: 23 Feb 2012
Working Paper Series
Lyxor Asset Management, affiliation not provided to SSRN and Amundi Asset Management
Downloads 746
75.

Restructuring Sovereign Debt after NML v. Argentina

Capital Markets Law Journal (Forthcoming) , Duke Law School Public Law & Legal Theory Series No. 2016-46
Number of pages: 18 Posted: 09 Aug 2016 Last Revised: 30 Jan 2017
Accepted Paper Series
Cleary Gottlieb Steen & Hamilton LLP - New York Office and Duke University School of Law
Downloads 724
76.

Iceland's Financial and Economic Crisis: Causes, Consequences and Implications

European Enterprise Institute Policy Paper No. 2010-1
Number of pages: 67 Posted: 25 Mar 2010 Last Revised: 03 Jun 2010
Accepted Paper Series
Utrecht University - Utrecht University School of Economics
Downloads 713
77.

Pigs or Lambs? The European Sovereign Debt Crisis and the Role of Rating Agencies

U. of St. Gallen Law & Economics Working Paper No. 2011-06
Number of pages: 23 Posted: 21 Apr 2011
Working Paper Series
University of St. Gallen - SEPS: Economics and Political Sciences, University of St. Gallen and affiliation not provided to SSRN
Downloads 711
78.

A Theory of Eurobonds

Number of pages: 22 Posted: 16 Sep 2011 Last Revised: 18 Nov 2012
Working Paper Series
Catholic University of the Sacred Heart of Milan and University of Bologna - Department of Statistics
Downloads 687
79.

Government Debt in Emerging Market Countries: A New Data Set

IMF Working Paper No. 06/98
Number of pages: 31 Posted: 17 May 2006
Working Paper Series
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF)
Downloads 646
80.

Public-Private Partnerships in Toll Motorways in Poland: A Comparison of Financing, Exploitation and Fiscal Risks

Nowy Sacz Academic Review, No. 3, 2007
Number of pages: 8 Posted: 24 Apr 2008 Last Revised: 02 Feb 2009
Accepted Paper Series
George Mason University - Department of Economics
Downloads 646
81.

Public Debt and its Determinants in Low Income Countries - Results from 7 Country Case Studies

Number of pages: 68 Posted: 12 Jun 2008
Working Paper Series
World Bank
Downloads 644
82.

Measuring Treasury Market Liquidity

FRB of New York Staff Report No. 133
Number of pages: 57 Posted: 29 Jul 2001
Working Paper Series
Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 629
83.

Recent Innovations in Treasury Cash Management

Current Issues in Economics and Finance, Vol. 10, No. 11, November 2004
Number of pages: 12 Posted: 03 Dec 2004
Accepted Paper Series
Federal Reserve Bank of New York, Federal Reserve Bank of New York and affiliation not provided to SSRN
Downloads 617
84.
Downloads 613
85.

The Influence of Monetary and Fiscal Policies on Social Welfare

Number of pages: 18 Posted: 11 Mar 2008
Working Paper Series
Bucharest Academy of Economic Studies and Bucharest Academy of Economic Studies
Downloads 607
86.

The Impact of Sovereign Debt Exposure on Bank Lending: Evidence from the European Debt Crisis

De Nederlandsche Bank Working Paper No. 382
Number of pages: 54 Posted: 05 Jul 2013
Working Paper Series
European Central Bank (ECB) and De Nederlandsche Bank
Downloads 592
87.

The Influence of Fiscal Policy on Economic Growth

Number of pages: 17 Posted: 10 Mar 2008
Working Paper Series
Bucharest Academy of Economic Studies and Bucharest Academy of Economic Studies
Downloads 582
88.

The Treasury Auction Process: Objectives, Structure, and Recent Adaptations

Current Issues in Economics and Finance, Vol. 11, No. 2, February 2005
Number of pages: 11 Posted: 08 Mar 2005
Accepted Paper Series
Federal Reserve Bank of New York and Independent
Downloads 559
89.

Fiscal and Other Macroeconomic Effects of Privatization

FEEM Working Paper No. 113.2002
Number of pages: 46 Posted: 10 Jan 2003
Working Paper Series
Athens University of Economics and Business - Department of Economics and Athens University of Economics and Business - Department of Economics
Downloads 540
90.

A Small Macro-Econometric Model for Greece: Implications About the Sustainability of the Greek External Debt

Number of pages: 33 Posted: 13 Jul 2011 Last Revised: 15 Jul 2011
Working Paper Series
Hellenic Open University, University of Patras and Zayed University, College of Business
Downloads 536