| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Analyzing rating transitions and rating drift with continuous observations
|
Lando, David
|
|
2002
|
26 |
2-3 |
p. 423-444
22 p.
|
artikel
|
| 2 |
Can insurers pay for the “big one”? Measuring the capacity of the insurance market to respond to catastrophic losses
|
Cummins, J.David
|
|
2002
|
26 |
2-3 |
p. 557-583
27 p.
|
artikel
|
| 3 |
Contents
|
|
|
2002
|
26 |
2-3 |
p. iii-iv
nvt p.
|
artikel
|
| 4 |
Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage
|
Rogers, Daniel A
|
|
2002
|
26 |
2-3 |
p. 271-295
25 p.
|
artikel
|
| 5 |
Financial crises and coordination failure: A comment
|
Marshall, David A
|
|
2002
|
26 |
2-3 |
p. 547-555
9 p.
|
artikel
|
| 6 |
GARCH vs. stochastic volatility: Option pricing and risk management
|
Lehar, Alfred
|
|
2002
|
26 |
2-3 |
p. 323-345
23 p.
|
artikel
|
| 7 |
Innovations in testing the stability of risk measures over time and across models
|
Vlaar, Peter J.G
|
|
2002
|
26 |
2-3 |
p. 375-380
6 p.
|
artikel
|
| 8 |
Introduction
|
|
|
2002
|
26 |
2-3 |
p. v-vi
nvt p.
|
artikel
|
| 9 |
Labor income and risky assets under market incompleteness: Evidence from Italian data
|
Grande, Giuseppe
|
|
2002
|
26 |
2-3 |
p. 597-620
24 p.
|
artikel
|
| 10 |
Measuring off-balance-sheet leverage
|
Breuer, Peter
|
|
2002
|
26 |
2-3 |
p. 223-242
20 p.
|
artikel
|
| 11 |
Modeling correlated market and credit risk in fixed income portfolios
|
Barnhill Jr, Theodore M.
|
|
2002
|
26 |
2-3 |
p. 347-374
28 p.
|
artikel
|
| 12 |
Optimal capacity in the banking sector and economic growth
|
Amable, Bruno
|
|
2002
|
26 |
2-3 |
p. 491-517
27 p.
|
artikel
|
| 13 |
Ratings migration and the business cycle, with application to credit portfolio stress testing
|
Bangia, Anil
|
|
2002
|
26 |
2-3 |
p. 445-474
30 p.
|
artikel
|
| 14 |
Risk management and the credit risk premium
|
Adam, Tim René
|
|
2002
|
26 |
2-3 |
p. 243-269
27 p.
|
artikel
|
| 15 |
Risk management in the global economy: A review essay
|
Hunter, William C.
|
|
2002
|
26 |
2-3 |
p. 205-221
17 p.
|
artikel
|
| 16 |
Sovereign liquidity crises: Analytics and implications for public policy
|
Chui, Michael
|
|
2002
|
26 |
2-3 |
p. 519-546
28 p.
|
artikel
|
| 17 |
Testing the stability of implied probability density functions
|
Bliss, Robert R.
|
|
2002
|
26 |
2-3 |
p. 381-422
42 p.
|
artikel
|
| 18 |
The allocation of catastrophe risk
|
Niehaus, Greg
|
|
2002
|
26 |
2-3 |
p. 585-596
12 p.
|
artikel
|
| 19 |
The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements
|
Dietsch, Michel
|
|
2002
|
26 |
2-3 |
p. 303-322
20 p.
|
artikel
|
| 20 |
Trade, credit and systemic fragility
|
Bryant, John
|
|
2002
|
26 |
2-3 |
p. 475-489
15 p.
|
artikel
|
| 21 |
Value and risk
|
MacMinn, Richard D
|
|
2002
|
26 |
2-3 |
p. 297-301
5 p.
|
artikel
|
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