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ISNI: 
0000 0000 6780 6640
Name: 
Perraudin, William
Perraudin, William R.M.
William Perraudin
William Perraudin (British economist)
Creation class: 
article
Language material
Creation role: 
author
Related names: 
Arthur, Lwebel
Birkbeck College. Institute for Financial Research
Breccia, Adriana
Cathcart, Lara
Ediz, Tolga
El-Jahel, Lina
Flood, R.
Flood, Robert
Fries, S.
Fries, Steven
Fries, Steven M.
Gardner, E. H.
Gardner, Edward H
Gardner, Edward H.
Ho, M.S.
Ho, Mun S
Ho, Mun S.
Hu, Yen-Ting
Imperial College / Economics
Instefjord, Norvald
Jackson, Patricia
Jahel, Lena El
Kenc, T.
Kenc, Turalay
Khadem, Varqa
Kiesel, Rudiger
Kumar, Manmohan S.
Kumar, Mohan
Lambrech, Bart
Lambrecht, B.
Lambrecht, Bart
Lambrecht, Bart M
Lambrecht, Bart M.
Lambrecht, Bert
Lewbel, A.
Lindberg, Hans
Maude, David
Maude, David J.
Mella-Barral, P.
Mella-Barral, Pierre
Michael, Ian
Miller, Marcus
Moorthy, Uma
Nickell, Pamela
Perraudin, W.
Perraudin, W. R. M.
Perraudin, W.R.M.
Perraudin, William
Perraudin, William R M
Perraudin, William R. M.
Pujol, T.
Pujol, Thierry
Risk Control Ltd
Robin, Mason
Saporta, Victoria
Satchell, Stephen
Satchell, Steven
Sibert, Anne
Sørensen, B. E.
Sorensen, B.E.
Sørensen, Bent
Sorensen, Bent E
Sørensen, Bent E.
Sorenson, Bent
Steven, Fries
Taylor, Alex
Taylor, Alex P.
Varotto, Simone
Vitale, P.
Vitale, Paolo
William, Perraudin
Titles: 
Approximating the Finite Sample Bias for Maximum Likelihood Estimators by Using the Score
Approximating the Finite Sample Bias for Maximum Likelihood Estimators Using the Score–Solution
Asymmetry in the ERM: A Case Study of French and German Interest Rates Before and After German Unification
Asymmetry in the ERM: A Case Study of French and German Interest Rates Since Basel-Nyborg
Asymmetry in the ERM: A Case Study of French and German Interest Rates Since Basle-Nyborg
Bank Capital and Value at Risk
Banking Policy and the Pricing of Deposit Guarantees - A New Approach
Cheats, Banks and Liquidity Constraints
Commentary on four papers on credit risk modeling
Continuous-Time Arbitrage-Pricing Model with Stochastic Volatility and Jumps., A
CONTINUOUS TIME INTERNATIONAL ARBITRAGE PRICING: THEORY AND ESTIMATION
Credit-Constrained Consumer: An Empirical Study of Demand and Supply in the Loan Market., The
Creditor races and contingent claims
Debt in Industry Equilibrium.
Debt Valuation and Chapter 22
Default Hazards and the Term Structure of Credit Spreads in a Duopoly
demand for risky assets: Sample selection and household portfolios, The
Demography, pensions and welfare : fertility shocks and the Finnish economy
estimation of transition matrices for sovereign credit ratings, The
European Fiscal Harmonization and the French Economy
European pension systems: a simulation analysis
Evaluating Deposit Insurance for Japanese Banks
Exchange Rate Bands with Point Process Fundamentals
Framework for the Analysis of Pension and Unemployment Benefit Reform in Poland, A
harmonisation fiscale en Europe et l'économie française, L' : une approche en équilibre général
harmonisation fiscale en Europe et l'économie française : une approche en équilibre général, L'
House price predictability
impact of capital requirements on U.K. bank behaviour, The
impact of IMF programmes, The
Inflation and Portfolio Choice
Inflation and sovereign default
Information Flows in the Foreign Exchange Markets.
Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market
Interest rate distributions, yield curve modelling and monetary policy
Interest rate setting in floating rate mortgage markets
Introduction: Banks and systemic risk
Modelling Exchange Rates in Continuous Time: Theory, Estimation and Option Pricing
Mortgage Default and Possession under Recourse: A Competing Hazards Approach.
Mortgage default and repossession
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroscadasticity and Jumps.
Multivariate Tests of a Continuous Time Equilibrium Arbitrage Pricing Theory with Conditional Heteroskedasticity and Jumps
Mutual Fund Separation with General Preferences.
New Methods for Estimating Nonlinear Continuous Time Interest Rate Processes.
On the consistency of ratings and bond market yields
Optimal Bank Reorganisation and the Fair Pricing of Deposit Garantees.
Optimal bank reorganization and the fair pricing of deposit guarantees
Option Games
Pension systems in Europe : a general equilibrium study
Predicting emerging market currency crashes
Pricing Deposit Insurance in the United Kingdom
Ratings versus equity-based credit risk modelling: an empirical analysis
Real options and preemption under incomplete information
Regulatory and "economic" solvency standards for internationally active banks
Regulatory implications of credit risk modelling
Reserve and exchange rate cycles
Securities fraud
Stability of rating transitions
Stability of ratings transitions
Strategic Debt Service.
structure of credit risk: spread volatility and ratings transitions, The
Structured credit products : pricing, rating, risk management and Basel II
Tax Efficiency in an Open Economy
Theorem on Portfolio Separation with General Preferences, A
Time to Default in the U.K. Mortgage Market
Time to default in the UK mortgage market
Timing of Multilateral Lending., The
timing of reform, The
Value at risk for derivates
Value-at-risk techniques: an empirical study
Yield curves with jump short rates
Notes: 
Sources: 
NTA
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