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Sovereign and Banking Sector Debt
12 references·4 citing·45 second hop
Sovereign and Banking Sector Debt (2012)Sovereign and Banking Sector DebtContingent Claims Approach to Measuring and Managing Sovereign Credit Risk (2019)Contingent Claims Approach to…The impact of sovereign credit risk on bank funding conditions (2011)The impact of sovereign credi…Rating methodologies for banks (2011)Rating methodologies for banksThe Design of Government Guarantees for Bank Bonds (2010)The Design of Government Guar…Merton, Robert C. (2010)Merton, Robert C.An Assessment of Financial Sector Rescue Programmes (2010)An Assessment of Financial Se…Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk (2008)Contingent Claims Approach to…On the Distributional Characterization of Daily Log‐Returns of a World Stock Index (2006)On the Distributional Charact…An analysis of private loan guarantees (1992)An analysis of private loan g…The Pricing of Options with Default Risk (1987)The Pricing of Options with D…An analysis of secured debt (1985)An analysis of secured debtON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Agent-based modeling of systemic risk in the European banking sector (2018)Agent-based modeling of syste…Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign? (2014)Will the Bail-in Break the Vi…Public Guarantees on Bank Bonds (2012)Public Guarantees on Bank Bon…Expanded guarantees for banks (2010)Expanded guarantees for banksThe Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Bank competition and financial stability in Asia Pacific (2013)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)How does competition affect bank systemic risk? (2013)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Collateral, loan quality and bank risk (1990)Covenants and Collateral as Incentives to Monitor (1995)Lending Relationships and Loan Contract Terms (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)On the Corporate Demand for Insurance: Evidence from the Reinsurance Market (1990)The impact of default risk on the prices of options and other derivative securities (1995)The intersection of market and credit risk (2000)Theory of rational option pricing (2005)The Credit Rating Industry (1995)Assessing the risk of banking crises (2002)Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency (2013)Islamic Banks’ Risks: It’s Rating Methodology and Shariah Assessment Solutions (2016)The credit quality channel: Modeling contagion in the interbank market (2016)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Empirical Evidence on Student-tLog-Returns of Diversified World Stock Indices (2008)Sufficient conditions for expected utility to imply drawdown-based performance rankings (2011)Financial power laws: Empirical evidence, models, and mechanisms (2016)The value effects of bank mergers and acquisitions (1998)The Determinants of Credit Spread Changes (2001)Consolidation and efficiency in the financial sector: A review of the international evidence (2004)Does Monetary Policy Affect Bank Risk-Taking? (2010)Varieties of helping capitalism: politico-economic determinants of bank rescue packages in the EU during the recent crisis (2011)The Negative Feedback Loop between Banks and Sovereigns (2014)Rescue packages and bank lending (2012)Sovereign Credit Risk, Banks' Government Support, and Bank Stock Returns around the World (2014)An analysis of euro area sovereign CDS and their relation with government bonds (2015)CoVaR (2008)A Simple Robust Link Between American Puts and Credit Protection (2010)Systemic risk and the refinancing ratchet effect (2012)From Fragmentation to Financial Integration in Europe (2013)Macroeconomic effects on emerging-markets sovereign credit spreads (2015)Sea Level Rise and Municipal Bond Yields (2019)
this work references cited by second hop

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2010Merton, Robert C.812 cited
  • 1985An analysis of secured debt675 cited
  • 1987The Pricing of Options with Default Risk344 cited
  • 2011The impact of sovereign credit risk on bank funding conditions227 cited
  • 2019Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk140 cited
  • 2010An Assessment of Financial Sector Rescue Programmes89 cited
  • 2006On the Distributional Characterization of Daily Log‐Returns of a World Stock Index88 cited
  • 2011Rating methodologies for banks50 cited
  • 2008Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk48 cited
  • 1992An analysis of private loan guarantees29 cited
  • 2010The Design of Government Guarantees for Bank Bonds25 cited

Cited by

  • 2010Expanded guarantees for banks21 cited
  • 2018Agent-based modeling of systemic risk in the European banking sector21 cited
  • 2014Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign?20 cited
  • 2012

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Public Guarantees on Bank Bonds
19 cited