Financial Market Failures and Systemic Risk
No abstract is available for this item.
|Date of creation:||Jan 1996|
|Contact details of provider:|| Postal: 113, rue de Grenelle, 75700 Paris SP07|
Phone: 33 01 53 68 55 00
Fax: 33 01 53 68 55 01
Web page: http://www.cepii.fr
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gregory R. Duffee, 1994.
"On measuring credit risks of derivative instruments,"
Finance and Economics Discussion Series
94-27, Board of Governors of the Federal Reserve System (U.S.).
- Duffee, Gregory R., 1996. "On measuring credit risks of derivative instruments," Journal of Banking & Finance, Elsevier, vol. 20(5), pages 805-833, June.
- Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1995.
"The Collapse of the Mexican Peso: What Have We Learned?,"
NBER Working Papers
5142, National Bureau of Economic Research, Inc.
- Sachs, Jeffrey & Tornell, Aaron & Velasco, Andres, 1995. "The Collapse of the Mexican Peso: What Have We Learned?," Working Papers 95-22, C.V. Starr Center for Applied Economics, New York University.
- Jeffrey Sachs & Aaron Tornell & Andres Velasco, 1995. "The Collapse of the Mexican Peso: What Have We Learned?," Harvard Institute of Economic Research Working Papers 1724, Harvard - Institute of Economic Research.
- Paul H. Kupiec, 1995. "Techniques for verifying the accuracy of risk measurement models," Finance and Economics Discussion Series 95-24, Board of Governors of the Federal Reserve System (U.S.).
- Hyman P. Minsky, 1992. "The Financial Instability Hypothesis," Economics Working Paper Archive wp_74, Levy Economics Institute.
- Frederic S. Mishkin, 1994.
"Preventing Financial Crises: An International Perspective,"
NBER Working Papers
4636, National Bureau of Economic Research, Inc.
- Mishkin, Frederic S, 1994. "Preventing Financial Crises: An International Perspective," The Manchester School of Economic & Social Studies, University of Manchester, vol. 62(0), pages 1-40, Suppl..
- Arturo Estrella, 1995. "Taylor, Black and Scholes: series approximations and risk management pitfalls," Research Paper 9501, Federal Reserve Bank of New York.
- Lionel Fontagné, 1995. "Why NAFTA Might Be Discriminatory," Working Papers 1995-12, CEPII research center.
- Fernando Barran & Virginie Coudert & Benoît Mojon, 1994. "Transmission de la politique monétaire et crédit, une application à 5 pays de l'OCDE," Working Papers 1994-03, CEPII research center.
When requesting a correction, please mention this item's handle: RePEc:cii:cepidt:1996-01. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.