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