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Incorporating Financial Sector Risk into Monetary Policy Models: Application to Chile. (2009). García, Carlos ; Gray, Dale ; Luna, Leonardo ; Restrepo, Jorge E..
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:553.

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  1. Is the Central and Eastern European banking systems stable? Evidence from the recent financial crisis. (2014). Karkowska, Renata.
    In: MPRA Paper.
    RePEc:pra:mprapa:58803.

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  2. INSTABILITY IN THE CEE BANKING SYSTEM. EVIDENCE FROM THE RECENT FINANCIAL CRISIS. (2013). Karkowska, Renata .
    In: CES Working Papers.
    RePEc:jes:wpaper:y:2013:v:5:p:535-547.

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  3. INSTABILITY IN THE CEE BANKING SYSTEM. EVIDENCE FROM THE RECENT FINANCIAL CRISIS. (2013). Karkowska, Renata.
    In: CES Working Papers.
    RePEc:jes:wpaper:y:2013:v:5:i:4:p:535-547.

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  4. Financial Linkages Across Korean Banks. (2011). Aydin, Burcu ; Moon, Ho-Seong ; Kim, Myeongsuk.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/201.

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  5. The Low Predictive Power of Simple Phillips Curves in Chile: A Real-Time Evaluation. (2010). Pincheira, Pablo ; Rubio, Hernan .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:559.

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  6. A Stochastic Assignment Model. (2010). Naudon, Alberto.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:558.

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  7. A Real Time Evaluation of the Central Bank of Chile GDP Growth Forecasts.. (2010). Pincheira, Pablo.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:556.

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  8. Funding Liquidity Risk in a Quantitative Model of Systemic Stability. (2009). Willison, Matthew ; Sterne, Gabriel ; Mora, Nada ; Kapadia, Sujit ; Eklund, Bruno ; Alessandri, Piergiorgio ; Aikman, David ; Gai, Prasanna ; Martin, Elizabeth .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:555.

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  9. Financial Stability, Monetary Policy and Central Banking: An Overview. (2009). Alfaro, Rodrigo ; Rodrigo Alfaro A., ; Rodrigo Cifuentes S., .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:554.

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References

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Cocites

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  1. Incorporating Financial Sector Risk Into Monetary Policy Models; Application to Chile. (2011). Garcia, Carlos ; Restrepo, Jorge ; Gray, Dale F ; Luna, Leonardo .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/228.

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  2. Aplicaciones del Modelo Binomial para el Análisis de Riesgo. (2011). Sagner, Andres ; Alfaro, Rodrigo ; Silva, Carmen G..
    In: Working Papers Central Bank of Chile.
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  3. Incorporating Financial Sector Risk Into Monetary Policy Models: Application to Chile. (2011). Garcia, Carlos J. ; Luna, Leonardo ; Restrepo, Jorge E. ; Gray, Dale F..
    In: Central Banking, Analysis, and Economic Policies Book Series.
    RePEc:chb:bcchsb:v15c06pp159-197.

    Full description at Econpapers || Download paper

  4. Stock Index Volatility: the case of IPSA. (2010). Alfaro, Rodrigo ; Silva, Carmen Gloria .
    In: MPRA Paper.
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    Full description at Econpapers || Download paper

  5. Incorporating Financial Sector Risk into Monetary Policy Models: Application to Chile. (2009). García, Carlos ; Gray, Dale ; Luna, Leonardo ; Restrepo, Jorge E..
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:553.

    Full description at Econpapers || Download paper

  6. Pricing defaultable bonds: a middle-way approach between structural and reduced-form models. (2006). Cathcart, Lara ; El-Jahel, Lina.
    In: Quantitative Finance.
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  7. Credit spreads: theory and evidence about the information content of stocks, bonds and cdss. (2006). Forte, Santiago ; Pena, Juan Ignacio .
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  8. ESTIMATING STRUCTURAL MODELS OF CORPORATE BOND PRICES. (2006). .
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  9. CREDIT RISK MODELS IV: UNDERSTANDING AND PRICING CDOs. (2006). Elizalde, Abel.
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  10. CREDIT RISK MODELS I: DEFAULT CORRELATION IN INTENSITY MODELS. (2006). Elizalde, Abel.
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  11. Un modelo de riesgo de credito basado en opciones compuestas con barrera. Aplicacion al mercado continuo espanol. (2006). Carmen Badia, Merche Galisteo, ; Preixens, Teresa.
    In: Working Papers in Economics.
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  12. An empirical analysis of structural models of corporate debt pricing. (2005). Teixeira, Joao.
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  13. Optimal Capital Structure and the Term Structure of Interest Rates. (2005). Downing, Chris ; Wang, Xin.
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  14. Property Rights, Risk and Leverage. (2005). Kairys, Jr., Joseph P., ; Graff, Richard A..
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  15. Global Business Cycles and Credit Risk. (2005). Schuermann, Til ; Pesaran, M ; Treutler, Bjorn-Jakob .
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  16. Firm Heterogeneity and Credit Risk Diversification. (2005). Schuermann, Til ; Pesaran, M ; Hanson, Samuel.
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  17. Capital Structure, Credit Risk, and Macroeconomic Conditions. (2005). Miao, Jianjun ; Hackbarth, Dirk ; Morellec, Erwan.
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  18. Decomposing credit spreads. (2005). Churm, Rohan ; Panigirtzoglou, Nikolaos .
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  19. Forecasting Credit Portfolio Risk. (2004). Scheule, Harald ; Liebig, Thilo ; Hamerle, Alfred.
    In: Discussion Paper Series 2: Banking and Financial Studies.
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  20. STRUCTURAL MODELS IN CONSUMER CREDIT. (2004). de Andrade, Fabio ; Thomas, Lyn .
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  21. Market Indicators, Bank Fragility, and Indirect Market Discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Jukka, Vesala.
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  22. The Valuation of Corporate Debt with Default Risk. (2004). Naqvi, Hassan.
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  25. Market indicators, bank fragility, and indirect market discipline. (2004). Vulpes, Giuseppe ; Gropp, Reint ; Vesala, Jukka.
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  26. Implied Default Probabilities and Default Recovery Ratios: An Analysis of Argentine Eurobonds 2000-2002. (2004). Andritzky, Jochen.
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  27. Capital structure: optimal leverage and maturity choice in a dynamic model. (2004). Forte, Santiago.
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  28. An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps. (2004). Marsh, Ian ; Blanco, Roberto .
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  29. Credit Risk Factor Modeling and the Basel II IRB Approach. (2003). Liebig, Thilo ; Hamerle, Alfred ; Rosch, Daniel.
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  30. Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach. (2003). Chen, Li.
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  35. A Merton-model approach to assessing the default risk of UK public companies. (2003). Young, Garry ; Tudela, Merxe.
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  39. Equity and bond market signals as leading indicators of bank fragility. (2002). Vulpes, Giuseppe ; Gropp, Reint ; Vesala, Jukka.
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  40. Equity and bond market signals as leading indicators of bank fragility. (2002). Vulpes, Giuseppe ; Gropp, Reint ; Vesala, J..
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  41. Repeated dilution of diffusely held debt. (2002). Mella-Barral, Pierre ; Hege, Ulrich.
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  42. Pricing Credit Derivatives with Rating Transitions. (2002). Das, Sanjiv ; Acharya, Viral ; Sundaram, Rangarajan K.
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  43. Corporate Bond Valuation and Hedging with Stochastic Interest Rates and Endogenous Bankruptcy. (2002). Carpenter, Jennifer ; Acharya, Viral.
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  44. Intermediation, Standardization and Learning in Financial Markets: Some Evidence and Implications. (2001). Riddiough, Timothy .
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  45. Pricing the Risk of Recovery in Default with APR Violation. (2001). Unal, Haluk ; Madan, Dilip ; Guntay, Levent .
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  46. An Analysis of Subordinated Debt in Banking: The Case of Costly Bankruptcy. (2001). Nivorozhkin, Eugene .
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  47. Market discipline and subordinated debt: a review of some salient issues. (2001). Bliss, Robert R..
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  48. Collateral, Renegotiation And The Value Of Diffusely Held Debt. (2000). Mella-Barral, Pierre ; Hege, Ulrich.
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  49. The pricing of risky coupon bonds. (1999). Lilly Choong, George McKenzie, .
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:6:y:1999:i:4:p:261-273.

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  50. Numerical analysis of strategic contingent claims models. (1997). Tu, Cheng ; Anderson, Ronald W..
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
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  51. Financial Pricing of Insurance in the Multiple Line Insurance Company. (1996). Phillips, Richard ; Cummins, John ; Allen, Franklin.
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  52. Pricing the Risks of Default. (1996). Unal, Haluk ; Madan, Dilip.
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    RePEc:wop:pennin:94-16.

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  53. Convertible bonds in Spain: A different security. (1996). Fernandez, Pablo.
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  54. Default risk in asset pricing. (1996). Mella-Barral, Pierre ; Mella-Baral, Pierre ; TYCHON, Pierre .
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  55. About Debt and the Option to Extend Debt Maturity. (). Realdon, Marco.
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