The Wharton School
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University of Pennsylvania - Finance Department
Sovereign Credit Risk, Private-to-Public Risk Transfer, Financial Crisis
Fixed Income, Insurance-Linked Security, Natural Disasters, Katrina, External Habit
Rare Event Risk, Heterogeneous Beliefs, Incomplete Markets, Catastrophe Insurance, Exchange Economy
Factor Analysis, Credit Risk, Common Factors, Canonical Correlations
Rare Event Risk, Debt Contract, Emerging Market, Exchange Economy, Jump-Diffusion Model, Heterogeneous Beliefs, Incomplete Market
sovereign debt, intervention, EMU, debt crisis, loan guarantee, event study
Catastrophe Risk, Government Intervention, TRIA, Reinsurance
Sovereign Debt, Credit Default Swaps, EU Regulation 236, Heterogeneous Beliefs, Incomplete Markets
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General Equilibrium, Pure Exchange Economy, Jump-Diffusion Model, Heterogeneous Agents, Excess Uncertainty, Insurance
