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Paris-Princeton Lectures on Mathematical Finance 2004 Finance 2004
by Rene A. Carmona, Ivar Ekeland, Arturo Kohatsu-Higa, Jean-Michel Lasry, Pierre-Louis Lions, Huyen Pham, Erik Taflin, Springer, (October 1, 2007), Paperback, 248 pages |  | Training Discounted for DefaultRisk.com visitors only:
The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
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| | JEL Classification F32
"Current Account Adjustment; Short-Term Capital Movements"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the F32 classification. (sorted by date) Default Risk and Income Fluctuations in Emerging Economies
by Cristina Arellano of the University of Minnesota & the Federal Reserve Bank of Minneapolis
(347K PDF) -- 33 pages -- July 2007 Sovereign Debt Spreads in a Markov Switching Regime
by Burcu Eyigungo of UCLA
(197K PDF) -- 19 pages -- November 13, 2006 Sovereign Debt Crises and Credit to the Private Sector
by Carlos Arteta of the Board of Governors of Federal Reserve, and
Galina Hale of the Federal Reserve Bank of San Francisco
(323K PDF) –- 42 pages -- December 15, 2006
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