Zoe Tsesmelidakis

University of Oxford - Oxford-Man Institute of Quantitative Finance

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

University of Oxford - Said Business School

Park End Street

Oxford, OX1 1HP

Great Britain

SCHOLARLY PAPERS

2

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Top 17,574

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2,664

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Top 25,410

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10

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Scholarly Papers (2)

The Impact of Government Interventions on CDS and Equity Markets

AFA 2012 Chicago Meetings, Finance Meeting EUROFIDAI - AFFI, Paris, December 2011
Number of pages: 69 Posted: 23 Mar 2010 Last Revised: 19 Nov 2012
Frederic A. Schweikhard and Zoe Tsesmelidakis
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 1,624 (9,785)

Abstract:

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Credit risk, Financial crisis, Systemic risk, Too big to fail

The Impact of Government Interventions on CDS and Equity Markets

Finance Meeting EUROFIDAI - AFFI, Paris, December 2011 , AFA 2012 Chicago Meetings
Number of pages: 61 Posted: 13 Oct 2011 Last Revised: 19 Sep 2012
Frederic A. Schweikhard and Zoe Tsesmelidakis
University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
Downloads 231 (129,480)

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Credit risk, Structural model, Financial crisis, Systemic risk, Too big to fail

2.
Downloads 809 ( 28,718)

The Value of Implicit Guarantees

Number of pages: 46 Posted: 11 Mar 2013
Zoe Tsesmelidakis and Robert C. Merton
University of Oxford - Oxford-Man Institute of Quantitative Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 625 (40,139)

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Financial crisis, Systemic risk, Too big to fail, Government guarantees

The Value of Implicit Guarantees

26th Australasian Finance and Banking Conference 2013
Number of pages: 46 Posted: 19 Aug 2013
Zoe Tsesmelidakis and Robert C. Merton
University of Oxford - Oxford-Man Institute of Quantitative Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 118 (232,919)

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financial crisis, systemic risk, too big to fail, government guarantees

The Value of Implicit Guarantees

Number of pages: 46 Posted: 28 Feb 2013
Zoe Tsesmelidakis and Robert C. Merton
University of Oxford - Oxford-Man Institute of Quantitative Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 66 (337,926)

Abstract:

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Financial crisis, Systemic risk, Too big to fail, Government guarantees