Dale F. Gray

Assessment of Corporate Sector Value and Vulnerability

Year unknown

Contingent Claims Approach to Cor...

Contingent Claims Approach to Corporate Vulnerability Analysis

Year unknown Yingbin Xiao, Dale F. Gray, and Cheng Hoon Lim

Evaluation of Taxes and Revenues ...

Evaluation of Taxes and Revenues from the Energy Sector in the Baltics, Russia, and Other Former Soviet Union Countries

Year unknown

Factor Model for Stress-Testing w...

Factor Model for Stress-Testing with a Contingent Claims Model of the Chilean Banking System

Year unknown Dale F. Gray and Walsh, James P.

Incorporating Financial Sector Ri...

Incorporating Financial Sector Risk into Monetary Policy Models

Year unknown Leonardo Luna, Dale F. Gray, and Jorge Restrepo

International Transmission of Ban...

International Transmission of Bank and Corporate Distress

Year unknown Papa M'B. P. N'Diaye, Dale F. Gray, and Natalia T. Tamirisa

Measuring and Analyzing Sovereign...

Measuring and Analyzing Sovereign Risk with Contingent Claims

Year unknown Michael T. Gapen and Dale F. Gray

Modeling Banking, Sovereign, and ...

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

Year unknown

Risk-Based Debt Sustainability Fr...

Risk-Based Debt Sustainability Framework

Year unknown Dale F. Gray, Elena Loukoianova, and Samuel W. Malone

Systemic Contingent Claims Analysis

Systemic Contingent Claims Analysis

Year unknown Andreas A. Jobst and Dale F. Gray

Systemic Contingent Claims Analys...

Systemic Contingent Claims Analysis - Estimating Market-Implied Systemic Risk

Year unknown Andreas A. Jobst and Dale F. Gray