DefaultRisk.com the web's biggest credit risk modeling resource.

Home Store Glossary Links Site Guide Search
jel_f4


Submit Your Paper

Fitch Ratings Jobs

[ Worldwide]

Post Your Résumé
For Recruiters

Featured Book
Paris-Princeton Lectures on Mathematical Finance 2004
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

Fitch Quantitative Financial Research (QFR)
Training Discounted for DefaultRisk.com visitors only:

The Mathematics of Credit Derivatives: The Essential Credit Modelling and Pricing Companion
by Philipp J. Schönbucher,
WBS Training, August 2003, DVD / Interactive CD-ROM
Sponsor:
Shop at Amazon.com and support DefaultRisk.com

In Rememberance: World Trade Center (WTC)

JEL Classification F4
"Macroeconomic Aspects of International Trade and Finance"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the F4 classification.     (sorted by date)

Defaultable Debt, Interest Rates and the Current Account
by Mark Aguiar of the University of Chicago, and
Gita Gopinath of the University of Chicago and NBER
(410K PDF) -- 40 pages -- May 28, 2004

[Home] [JEL Classification]

Support DefaultRisk.com by shopping at Amazon.com

 

 

Home ]

Please contact me with problems or suggestions.
Copyright © 2000-2008 DefaultRisk.com
Last modified: May 15, 2008