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Working Papers

Granular Credit Risk*
Galaasen, S., Jamilov, R., Juelsrud, R., Rey, H.
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Latest Draft: 25 Sep 2023
Abstract    Paper    Slides   
The Anatomy of Cyber Risk
Jamilov, R, Rey, H, Tahoun, A
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Latest Draft: 16 Oct 2023,   First Draft: 01 Jan 2021
Abstract    Paper    Slides    Replication material   
Answering the Queen: Machine Learning and Financial Crises
Fouliard, J., Howell, M., Rey, H., Stavrakeva, V.
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Abstract    Paper   
Global Real Rates: A Secular Approach
Gourinchas, P.O., Rey, H., Sauzet, M.
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First Draft: 09 Nov 2016
Abstract    Paper   
Global Footprints of Monetary Policies
Miranda-Agrippino, S., Nenova, T., Rey, H.
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Abstract   
Exorbitant Privilege and Exorbitant Duty*
Gourinchas, P.O., Rey, H., Govillot, N.
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Latest Draft: 23 Oct 2017,   First Draft: 01 Aug 2010
Abstract    Paper   
'Aggregation Bias' DOES Explain the PPP Puzzle
Imbs J., Mumtaz H., Ravn M., Rey H.
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Date Published: 26 Aug 2005
Abstract    Paper   
 

London Business School
Regent's Park
London
NW1 4SA
hrey@london.edu
+44 (0)20 7000 8412

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