5 books
Macro-Financial Implications of Corporate (de)Leveraging in the Euro Area Periphery
Testing for Structural Breaks in Small Samples
Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
Recent Advances in Credit Risk Modeling
Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector