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Research outputJump to: Working papers Articles
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Tudela, Merxe & Garry Young, 2003. "A Merton Model Approach to Assessing the Default Risk of UK Public Companies," Royal Economic Society Annual Conference 2003 207, Royal Economic Society.
- M M Tudela, 2001.
"Explaining Currency Crises: A Duration Model Approach,"
CEP Discussion Papers
dp0487, Centre for Economic Performance, LSE.
- Tudela, Merxe, 2004. "Explaining currency crises: a duration model approach," Journal of International Money and Finance, Elsevier, vol. 23(5), pages 799-816, September.
- 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.
- Christopher Becher & Marco Galbiati & Merxe Tudela, 2008. "The timing and funding of CHAPS sterling payments," Economic Policy Review, Federal Reserve Bank of New York, vol. 14(Sep), pages 113-133.
- 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, May.
- 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, August.
- Tudela, Merxe, 2004.
"Explaining currency crises: a duration model approach,"
Journal of International Money and Finance, Elsevier, vol. 23(5), pages 799-816, September.
- M M Tudela, 2001. "Explaining Currency Crises: A Duration Model Approach," CEP Discussion Papers dp0487, Centre for Economic Performance, LSE.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
- NEP-EEC: European Economics (2) 2003-07-29 2006-09-30
- NEP-RMG: Risk Management (2) 2003-06-16 2003-07-29
- NEP-URE: Urban & Real Estate Economics (2) 2006-09-30 2006-09-30
- NEP-ACC: Accounting & Auditing (1) 2006-09-30
- NEP-CFN: Corporate Finance (1) 2003-06-16
- NEP-DCM: Discrete Choice Models (1) 2006-09-30
- NEP-DGE: Dynamic General Equilibrium (1) 2006-09-30
- NEP-FMK: Financial Markets (1) 2006-09-30
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