Dale F. Gray
Books
- Incorporating Financial Sector Risk into Monetary Policy Models
- International Transmission of Bank and Corporate Distress
- Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System
- Contingent Claims Approach to Corporate Vulnerability Analysis
- Systemic Contingent Claims Analysis
- Assessment of Corporate Sector Value and Vulnerability
- Risk-Based Debt Sustainability Framework
- Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR
- Systemic Contingent Claims Analysis - Estimating Market-Implied Systemic Risk
- Measuring and Analyzing Sovereign Risk with Contingent Claims
- Evaluation of Taxes and Revenues from the Energy Sector in the Baltics, Russia, and Other Former Soviet Union Countries
Author data: Open Library