Default transcript reference sequence coding system:Type:Pt:^Patient:Nom

Known as: Sistema di trascrizione della sequenza di riferimento di default:Tipo:Pt:^Paziente:Nom, Default transcript reference sequence coding system [Type], Sistema de codificación de secuencia de transcripción de referencia predeterminado:Tipo:Punto temporal:^paciente:Nom 
 
National Institutes of Health

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3 relations
Molecular Pathology TestsNomPatients

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2011
2011
MONETARY POLICY AND RISK TAKING
We assess, through VAR evidence, the effects of monetary policy on banks’ risk exposure and find the presence of a risk-taking… (More)
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Highly Cited
2009
Highly Cited
2009
Does a Central Clearing Counterparty Reduce Counterparty Risk ? ∗
We show whether central clearing of a particular class of derivatives lowers counterparty risk. For plausible cases, adding a… (More)
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2009
2009
Credit Default Swap Spreads and Variance Risk Premia ∗
We find that variance risk premium, defined as the spread between the optionimplied and expected variances, has a prominent… (More)
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Highly Cited
2008
Highly Cited
2008
The Costs of Sovereign Default; Eduardo Borensztein and Ugo Panizza; IMF Working Paper 08/238; October 1, 2008
This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are… (More)
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Highly Cited
2006
Highly Cited
2006
Modeling Credit Risk for SMEs : Evidence from the US Market
Considering the fundamental role played by small and medium sized enterprises (SMEs) in the economy of many countries and the… (More)
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2005
2005
Reduced Form vs . Structural Models of Credit Risk : A Case Study of Three Models ∗
In this paper, we empirically compare two structural models (basic Merton and VasicekKealhofer (VK)) and one reduced-form model… (More)
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Highly Cited
2004
Highly Cited
2004
Time course of scalars-1 Some utterances are underinformative : The onset and time course of scalar inferences
When Tarzan asks Jane Do you like my friends? and Jane answers Some of them, her underinformative reply implicates Not all of… (More)
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Highly Cited
2004
Highly Cited
2004
The Determinants of Credit Default Swap Premia
Using a new dataset of bid and offer quotes for credit default swaps, we investigate the relationship between theoretical… (More)
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Highly Cited
2000
Highly Cited
2000
The Cross-Section of Expected Corporate Bond Returns : Betas or Characteristics ? *
This paper finds that both betas and characteristics are important to explaining the cross-sectional variation in bond returns… (More)
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Highly Cited
2000
Highly Cited
2000
VALUING CREDIT DEFAULT SWAPS II : MODELING DEFAULT CORRELATIONS
This paper extends the analysis in Valuing Credit Default Swaps I: No Counterparty Default Risk to provide a methodology for… (More)
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