1.
his paper presents an equilibrium bond-pricing model that jointly explains the upward-sloping nominal and real yield curves and the violation of the expectations hypothes[...]
2020 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
2.
We propose a framework that allows a portfolio manager to quantify the probability of simultaneous losses in multiple assets of a collateral portfolio. Using this framewo[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
3.
The authors examine the investment behaviour of a sample of small, credit-constrained firms in Sri Lanka. Using a unique panel-data set, they analyze and compare the acti[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
4.
There is a large body of literature that studies the relationship between financial structure (that is, the degree to which the financial system is either market- or inte[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |