Alexandros Bougias

Athens University of Economics and Business - Department of Accounting and Finance

76 Patission Street

GR-104 34 Athens

Greece

SCHOLARLY PAPERS

2

DOWNLOADS

35

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Structural modeling of sovereign/firm/bank credit risk  ”

Scholarly Papers (2)

1.

The Role of Asset Payouts in the Estimation of Default Barriers

Number of pages: 38 Posted: 01 Feb 2021
Alexandros Bougias, Athanasios Episcopos and George N. Leledakis
Athens University of Economics and Business - Department of Accounting and Finance, Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 18 (613,976)

Abstract:

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Contingent Claims, Barrier Option, Issuer Credit Ratings, Default Barrier

2.

A structural model of guarantor and liquidity risk

Number of pages: 44 Posted: 02 Dec 2020 Last Revised: 08 Jan 2021
Alexandros Bougias and Athanasios Episcopos
Athens University of Economics and Business - Department of Accounting and Finance and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 17 (620,643)

Abstract:

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Deposit insurance, capital regulation, structural models, bank capital structure