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publications

(14)

• Ratings-based credit risk modelling: An empirical analysis
  Pamela Nickell and William Perraudin and Simone Varotto International Review of Financial Analysis 16 434--451 (2007)
  to Credit models risk by smicha on 2008-04-29 08:06:25
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• Creditor races and contingent claims
  Bart Lambrecht and William Perraudin European Economic Review 40 897--907 (1996)
  to Foreclosure by smicha on 2008-04-28 13:05:01
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• Time to default in the UK mortgage market
  Bart Lambrecht and William Perraudin and Stephen Satchell Economic Modelling 14 485--499 (1997)
  to Housing market by smicha on 2008-04-28 13:05:01
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• Predicting emerging market currency crashes
  Mohan Kumar and Uma Moorthy and William Perraudin Journal of Empirical Finance 10 427--454 (2003)
  to Currency crisis by smicha on 2008-04-23 22:05:04
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• Real options and preemption under incomplete information
  Bart Lambrecht and William Perraudin Journal of Economic Dynamics and Control 27 619--643 (2003)
  to Real options by smicha on 2008-04-22 15:17:45
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• Reserve and exchange rate cycles
  Robert Flood and William Perraudin and Paolo Vitale Journal of International Economics 46 31--59 (1998)
  to Dual exchange rates by smicha on 2008-04-22 15:17:45
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• Stability of rating transitions
  Pamela Nickell and William Perraudin and Simone Varotto Journal of Banking \& Finance 24 203--227 (2000)
  to Bond rating by smicha on 2008-04-22 13:53:19
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• Regulatory implications of credit risk modelling
  Patricia Jackson and William Perraudin Journal of Banking \& Finance 24 1--14 (2000)
  to Credit modelling risk by smicha on 2008-04-22 13:53:19
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• Regulatory and "economic" solvency standards for internationally active banks
  Patricia Jackson and William Perraudin and Victoria Saporta Journal of Banking \& Finance 26 953--976 (2002)
  to Bank capital by smicha on 2008-04-22 13:53:19
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• Introduction: Banks and systemic risk
  Patricia Jackson and William R. M. Perraudin Journal of Banking \& Finance 26 819--823 (2002)
  to imported by smicha on 2008-04-22 13:53:19
  | URL | BibTeX