Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector

Testing for Structural Breaks in Small Samples

Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, under Which Brazilian Banks Operate

Measuring Sovereign Risk in Turkey

Macro-Financial Implications of Corporate (de)Leveraging in the Euro Area Periphery

Marca Final