WorldCat Identities

Perraudin, W. R. M.

Overview
Works: 25 works in 69 publications in 1 language and 267 library holdings
Roles: Author
Publication Timeline
.
Most widely held works by W. R. M Perraudin
A framework for the analysis of pension and unemployment benefit reform in Poland by W. R. M Perraudin( Book )

11 editions published in 1994 in English and Undetermined and held by 29 WorldCat member libraries worldwide

Annotation
Asymmetry in the ERM : a case study of French and German interest rates since Basel-Nyborg by E. H Gardner( Book )

7 editions published between 1992 and 1993 in English and held by 28 WorldCat member libraries worldwide

We study empirically daily French and German interest ratechanges since the Basle-Nyberg agreement of September 1987. In particular, we ask whether the shock associated with German unification altered the degree of leadership of German monetary policy in the ERM. We conclude that Germany's leadership role within the ERM largely disappeared in the year following unification but that the Bundesbank has recently begun to reassert its predominance
Banking policy and the pricing of deposit guarantees : a new approach by Steven M Fries( Book )

6 editions published in 1991 in English and held by 21 WorldCat member libraries worldwide

This paper describes a new approach to pricing government deposit guarantees that uses techniques of stochastic process switching employed in the recent literature on exchange rate determination. Our model avoids inconsistent assumptions about the information available to investors and the government common in previous work based on an option pricing approach. We derive actuarially fair deposit insurance premia and optimal financial reorganization rules and examine the role of banking policies such as capital requirements
Exchange rate bands with point process fundamentals by W. R. M Perraudin( Book )

6 editions published in 1990 in English and held by 20 WorldCat member libraries worldwide

This note derives closed form solutions for exchange rates in terms of fundamentals within a fully credible band exchange rate regime when the fundamentals are driven by Brownian motion and multiple point processes. The inclusion of point processes allows one to relax quite substantially the distributional assumptions about exchange rates implicit in models based on Brownian motions alone, and should therefore prove of use in empirical applications. Models with discontinuous driving processes also differ from the Brownian motion model in that monetary authorities will be obliged periodically to intervene on a large scale in discrete amounts
European fiscal harmonization and the French economy by W. R. M Perraudin( Book )

6 editions published in 1990 in English and held by 18 WorldCat member libraries worldwide

This paper examines the implications of European fiscal harmonization for the French economy using a general equilibrium model. The latter extends the overlapping generations simulation model of Auerbach and Kotlikoff in three ways. A well-developed external sector is included. Households face constraints in their borrowing. The population comprises "rich" and "poor" households with different labor productivities. The harmonization policy that involves cuts in VAT and saving taxes leads to welfare losses for both rich and poor approximately equivalent to one percent of GDP
Tax efficiency in an open economy by W. R. M Perraudin( Book )

6 editions published in 1990 in English and held by 18 WorldCat member libraries worldwide

This note assesses the relative efficiency of different tax bases in an open economy. If terms of trade effects are large, lump-sum taxation may be inferior to distortionary consumption or wage taxes. This result is demonstrated analytically using a simple neoclassical model. An overlapping generations, general equilibrium, simulation model is then employed to show the empirical significance of the effects involved
Bankruptcy risk and strategic behaviour : insolvency law reform in the UK by W. R. M Perraudin( Book )

5 editions published in 1995 in English and held by 9 WorldCat member libraries worldwide

Special issue on credit risk modelling and regulatory issues( Book )

1 edition published in 2000 in English and held by 7 WorldCat member libraries worldwide

An empirical investigation of US bank deposit guarantees by Steven M Fries( Book )

4 editions published between 1993 and 1994 in English and held by 6 WorldCat member libraries worldwide

Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps by M. S Ho( Book )

1 edition published in 1992 in English and held by 4 WorldCat member libraries worldwide

Essays in portfolio theory by W. R. M Perraudin( )

2 editions published in 1989 in English and held by 3 WorldCat member libraries worldwide

European fiscal harmonization and the French economy by W. R. M Perraudin( )

1 edition published in 1991 in English and held by 3 WorldCat member libraries worldwide

New approaches to modelling defaultable debt by W. R. M Perraudin( Book )

1 edition published in 2001 in English and held by 1 WorldCat member library worldwide

The impact of inflation upon portfolio choice : a duality approach using U.K. data by International Monetary Fund( Book )

1 edition published in 1987 in English and held by 1 WorldCat member library worldwide

A framework for the analysis of pension and unemployment benefit reform in Poland by W. R. M Perraudin( )

1 edition published in 1994 in English and held by 1 WorldCat member library worldwide

The role of the IMF in the world economy by W. R. M Perraudin( Book )

1 edition published in 1998 in English and held by 1 WorldCat member library worldwide

House price dynamics and transitional costs : a continuous time empirical investigation by W. R. M Perraudin( Book )

1 edition published in 1900 in English and held by 1 WorldCat member library worldwide

The handbook of structured finance by W. R. M Perraudin( )

1 edition published in 2007 in English and held by 0 WorldCat member libraries worldwide

 
moreShow More Titles
fewerShow Fewer Titles
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.80 (from 0.36 for A framewor ... to 0.96 for Discussion ...)

The handbook of structured finance
Alternative Names
Perraudin, William R. M.

Languages
English (63)

Covers