IndexAuthor

Number of items: 4.

Chamizo Cana, Álvaro and Fonollosa, Alexandre and Novales Cinca, Alfonso (2019) Forward-looking asset correlations in the estimation of economic capital. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 25, 2019, ISSN: 2341-2356 ]

Chamizo Cana, Álvaro and Novales Cinca, Alfonso (2019) Looking through systemic credit risk: determinants, stress testing and market value. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 27, 2019, ISSN: 2341-2356 ]

Chamizo Cana, Álvaro and Novales Cinca, Alfonso (2019) Market risk when hedging a global credit portfolio. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 28, 2019, ISSN: 2341-2356 ]

Chamizo Cana, Álvaro and Novales Cinca, Alfonso (2019) Splitting credit risk into systemic, sectorial and idiosyncratic components. [ Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE); nº 30, 2019, ISSN: 2341-2356 ]

This list was generated on Tue Aug 3 02:58:42 2021 CEST.