Miguel Segoviano

London School of Economics & Political Science (LSE) - Financial Markets Group

Houghton Street

London WC2A 2AE

United Kingdom

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?

IMF Working Paper No. 10/120
Number of pages: 30 Posted: 13 May 2010
Carlos Caceres, Vincenzo Guzzo and Miguel Segoviano
International Monetary Fund (IMF), International Monetary Fund (IMF) and London School of Economics & Political Science (LSE) - Financial Markets Group
Downloads 413 (85,743)

Abstract:

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Sovereign spreads, contagion, market price of risk, fiscal policy

2.

Systemic Risk Modeling: How Theory Can Meet Statistics

IMF Working Paper No. 20/54
Number of pages: 40 Posted: 20 Apr 2020
Raphael Espinoza, Miguel Segoviano and Ji Yan
International Monetary Fund (IMF), London School of Economics & Political Science (LSE) - Financial Markets Group and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 46 (480,458)

Abstract:

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Financial crises, Bank credit, Financial markets, Financial institutions, Macroprudential policies and financial stability, Systemic risk, Minsky effect, CIMDO, Default, WP, interbank, repayment rate, expected shortfall, time t, Minsky