Modeling Banking, Sovereign, and Macro Risk in a CCA Global VARDale F. Gray · First published 2013Open the Tome
Systemic Contingent Claims AnalysisAndreas A. Jobst, Dale F. Gray · First published 2013Open the Tome
Incorporating Financial Sector Risk into Monetary Policy ModelsLeonardo Luna, Dale F. Gray, Jorge Restrepo · First published 2011Open the Tome
International Transmission of Bank and Corporate DistressPapa M'B. P. N'Diaye, Dale F. Gray, Natalia T. Tamirisa · First published 2010Open the Tome
Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking SystemDale F. Gray, Walsh, James P. · First published 2008Open the Tome
Risk-Based Debt Sustainability FrameworkDale F. Gray, Elena Loukoianova, Samuel W. Malone · First published 2008Open the Tome
Measuring and Analyzing Sovereign Risk with Contingent ClaimsMichael T. Gapen, Dale F. Gray · First published 2005Open the Tome
Contingent Claims Approach to Corporate Vulnerability AnalysisYingbin Xiao, Dale F. Gray, Cheng Hoon Lim · First published 2004Open the Tome
Assessment of Corporate Sector Value and VulnerabilityDale F. Gray · First published 1999Open the Tome
Evaluation of Taxes and Revenues from the Energy Sector in the Baltics, Russia, and Other Former Soviet Union CountriesDale F. Gray · First published 1998Open the Tome
