Books by Dale F. Gray
Modeling Banking, Sovereign, a
Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR
Systemic Contingent Claims Ana
Systemic Contingent Claims Analysis
Systemic Contingent Claims Ana
Systemic Contingent Claims Analysis - Estimating Market-Implied Systemic Risk
Incorporating Financial Sector
Incorporating Financial Sector Risk into Monetary Policy Models
International Transmission of
International Transmission of Bank and Corporate Distress
Factor Model for Stress-Testin
Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System
Risk-Based Debt Sustainability
Risk-Based Debt Sustainability Framework
Measuring and Analyzing Sovere
Measuring and Analyzing Sovereign Risk with Contingent Claims
Contingent Claims Approach to
Contingent Claims Approach to Corporate Vulnerability Analysis
Assessment of Corporate Sector Value and Vulnerability