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Merxe Tudela

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This is information that was supplied by Merxe Tudela in registering through RePEc. If you are Merxe Tudela , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Merxe
Middle Name:
Last Name: Tudela
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RePEc Short-ID: ptu84

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Affiliation

Works

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Working papers

  1. Ana Lasaosa & Merxe Tudela, 2008. "Risks and efficiency gains of a tiered structure in large-value payments: a simulation approach," Bank of England working papers 337, Bank of England.
  2. Orla May & Merxe Tudela, 2005. "When is mortgage indebtedness a financial burden to British households? A dynamic probit approach," Bank of England working papers 277, Bank of England.
  3. Merxe Tudela & Garry Young, 2005. "The determinants of household debt and balance sheets in the United Kingdom," Bank of England working papers 266, Bank of England.
  4. Victoria Redwood & Merxe Tudela, 2004. "From tiny samples do mighty populations grow? Using the British Household Panel Survey to analyse the household sector balance sheet," Bank of England working papers 239, Bank of England.
  5. Merxe Tudela & Garry Young, 2003. "A Merton-model approach to assessing the default risk of UK public companies," Bank of England working papers 194, Bank of England.
  6. M M Tudela, 2001. "Explaining Currency Crises: A Duration Model Approach," CEP Discussion Papers dp0487, Centre for Economic Performance, LSE.

Articles

  1. Saporta, Victoria & Trott, Matt & Tudela, Merxe, 2009. "What can be said about the rise and fall in oil prices?," Bank of England Quarterly Bulletin, Bank of England, vol. 49(3), pages 215-225.
  2. Elisabetta Falcetti & Merxe Tudela, 2008. "What do Twins Share? A Joint Probit Estimation of Banking and Currency Crises," Economica, London School of Economics and Political Science, vol. 75(298), pages 199-221, 05.
  3. Christopher Becher & Marco Galbiati & Merxe Tudela, 2008. "The timing and funding of CHAPS sterling payments," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 113-133.
  4. Elisabetta Falcetti & Merxe Tudela, 2006. "Modelling Currency Crises in Emerging Markets: A Dynamic Probit Model with Unobserved Heterogeneity and Autocorrelated Errors," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(4), pages 445-471, 08.
  5. M. Tudela & G. Young, 2005. "A Merton-Model Approach To Assessing The Default Risk Of Uk Public Companies," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 737-761.
  6. Tudela, Merxe, 2004. "Explaining currency crises: a duration model approach," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 799-816, September.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2006-09-30
  2. NEP-CFN: Corporate Finance (1) 2003-06-16
  3. NEP-DCM: Discrete Choice Models (1) 2006-09-30
  4. NEP-DGE: Dynamic General Equilibrium (1) 2006-09-30
  5. NEP-EEC: European Economics (2) 2003-07-29 2006-09-30. Author is listed
  6. NEP-FIN: Finance (2) 2003-06-16 2003-07-29. Author is listed
  7. NEP-FMK: Financial Markets (1) 2006-09-30
  8. NEP-RMG: Risk Management (2) 2003-06-16 2003-07-29. Author is listed
  9. NEP-URE: Urban & Real Estate Economics (2) 2006-09-30 2006-09-30. Author is listed

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