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Macroeconomic effects of banking sector losses across structural models : paper produced as part of the BIS Consultative Council for the Americas Research Network project "Incorporating financial stability considerations into central bank policy models"
Guerrieri, Luca
;
Iacoviello, Matteo
;
Covas, Francisco
; …
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2015
Persistent link: https://www.econbiz.de/10011300751
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Firm-specific risk-neutral distributions with options and CDS
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Rosen, Samuel
; …
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2021
Persistent link: https://www.econbiz.de/10012483801
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