How Safe are European Safe Bonds? An Analysis from the Perspective of Modern Portfolio Credit Risk Models
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- Sam Langfield, 2020. "Bridge over Troubled Monetary Union: A Reply to De Grauwe & Ji," Journal of Common Market Studies, Wiley Blackwell, vol. 58(S1), pages 1-10, September.
- Kurt, Kevin & Frey, Rüdiger, 2022. "Markov-modulated affine processes," Stochastic Processes and their Applications, Elsevier, vol. 153(C), pages 391-422.
- Kevin Kurt & Rudiger Frey, 2021. "Markov-Modulated Affine Processes," Papers 2106.16240, arXiv.org, revised Aug 2022.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2020-02-17 (European Economics)
- NEP-RMG-2020-02-17 (Risk Management)
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