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Modeling Financial Crises and Sovereign Risks
16 references·0 citing·26 second hop
Modeling Financial Crises and Sovereign Risks (2009)Modeling Financial Crises and Sovereign R…The Aftermath of Financial Crises (2009)The Aftermath of Financial Cr…Theory of rational option pricing (2005)Theory of rational option pri…The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Twin Crises: The Causes o…The East Asian Financial Crisis: Diagnosis, Remedies, Prospects (1998)The East Asian Financial Cris…The Determinants of Banking Crises in Developing and Developed Countries (1998)The Determinants of Banking C…Leading Indicators of Currency Crises (1998)Leading Indicators of Currenc…CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops (1998)CAPITAL FLOWS AND CAPITAL-MAR…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Continuous-Time Finance. (1991)Continuous-Time Finance.Collapsing exchange-rate regimes (1984)Collapsing exchange-rate regi…A Model of Balance-of-Payments Crises (1979)A Model of Balance-of-Payment…Manias, Panics and Crashes (1978)Manias, Panics and CrashesAn analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)An analytic derivation of the…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)New Indexes of Coincident and Leading Economic Indicators (1989)Does financial liberalization spur growth? (2005)Economic Freedom of the World: 2022 Annual Report (2022)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Currency crashes in emerging markets: An empirical treatment (1996)Economic Crises: Evidence and Insights from East Asia (1998)What caused the Asian currency and financial crisis? (1999)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Theory of Bank Risk Taking and Competition Revisited (2005)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)How does capital affect bank performance during financial crises? (2013)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)Structural causes and regime consequences: regimes as intervening variables (1982)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inefficient Markets (2000)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1999The Twin Crises: The Causes of Banking and Balance-of-Payments Problems4,990 cited
  • 1979A Model of Balance-of-Payments Crises2,927 cited
  • 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
  • 1998Leading Indicators of Currency Crises1,857 cited
  • 1978Manias, Panics and Crashes1,800 cited
  • 1998The Determinants of Banking Crises in Developing and Developed Countries1,799 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 1998The East Asian Financial Crisis: Diagnosis, Remedies, Prospects1,558 cited
  • 2009The Aftermath of Financial Crises1,509 cited
  • 1998CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops1,475 cited
  • 1984

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Collapsing exchange-rate regimes
1,190 cited

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