Fabio Cortes

Bank of England - Foreign Exchange Division

Threadneedle Street

London EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 32,099

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Top 32,099

in Total Papers Downloads

1,896

SSRN CITATIONS

1

CROSSREF CITATIONS

9

Scholarly Papers (3)

1.

Understanding and Modelling Swap Spreads

Bank of England Quarterly Bulletin, Winter 2003
Number of pages: 10 Posted: 26 Apr 2005
Fabio Cortes
Bank of England - Foreign Exchange Division
Downloads 1,418 (16,780)
Citation 1

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2.

Understanding the Term Structure of Swap Spreads

Quarterly Bulletin, Spring 2006
Number of pages: 12 Posted: 21 Mar 2006
Fabio Cortes
Bank of England - Foreign Exchange Division
Downloads 410 (89,765)

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3.

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (Syrin)

IMF Working Paper No. 18/14
Number of pages: 54 Posted: 20 Feb 2018 Last Revised: 21 Mar 2018
Bank of England - Foreign Exchange Division, University of California, Davis - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF) - Monetary and Financial Systems Department
Downloads 68 (409,802)

Abstract:

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Financial stability; systemic risk; shadow banks; mutual funds; spillovers, Financial stability, systemic risk, shadow banks, mutual funds, spillovers, Mathematical Methods, Other, Model Evaluation and Testing, Financial Markets and the Macroeconomy