WorldCat Identities

Perraudin, W. R. M.

Overview
Works: 6 works in 21 publications in 1 language and 118 library holdings
Roles: Author
Publication Timeline
.
Most widely held works by W. R. M Perraudin
Exchange rate bands with point process fundamentals by W. R. M Perraudin( Book )

6 editions published in 1990 in English and held by 31 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
Tax efficiency in an open economy by W. R. M Perraudin( Book )

6 editions published in 1990 in English and held by 29 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
European fiscal harmonization and the French economy by W. R. M Perraudin( Book )

5 editions published in 1990 in English and held by 22 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
The handbook of structured finance by W. R. M Perraudin( )

1 edition published in 2007 in English and held by 16 WorldCat member libraries worldwide

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

1 edition published in 1994 in English and held by 15 WorldCat member libraries worldwide

Annotation
Banking policy and the pricing of deposit guarantees : a new approach by Steven M Fries( )

1 edition published in 1991 in English and held by 3 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
 
Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.73 (from 0.48 for The handbo ... to 0.77 for Exchange r ...)

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

Languages
English (20)