All Stories

  1. The impact of commodity finance on resource availability
  2. Data smoothing and end correction using entropic kernel compression
  3. Marktpreisrisiken rohstoffintensiver Unternehmen – Identifikation und Management
  4. Cross-Market Valuation with Full Information on the Company’s Capital Structure
  5. Time to change. Rating changes and policy implications
  6. Betrachtungen zur Ethik und der Wirtschaft
  7. Analysing digits for portfolio formation and index tracking
  8. Does Central Clearing Benefit Risky Dealers?
  9. Predatory Short Sales and Bailouts
  10. Bayesian Methods for Improving Credit Scoring Models
  11. Bail-In and Asset Encumbrance: Implications for Bankss Asset Liability Management
  12. Wall Street’s Bail-out Bet: Market Reactions to House Price Releases in the Presence of Bail-out Expectations
  13. Quality Signalling and Ratings Credibility: Regulatory Reform for the Ratings Industry
  14. Sovereign Credit Risk and the Real Economy: A Risk-Return Framework