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person:"Gouriéroux, Christian"
~subject:"Credit derivative"
~subject:"Credit risk"
~subject:"Katastrophe"
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Credit derivative
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Risikoprämie
19
Risk premium
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Derivat
14
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14
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Gouriéroux, Christian
Longstaff, Francis A.
12
Zechner, Josef
12
Zinna, Gabriele
12
Augustin, Patrick
11
Ericsson, Jan
11
Wagner, Christian
11
Zhou, Hao
11
Renne, Jean-Paul
10
Zhu, Haibin
10
Chernov, Mikhail
9
Goldstein, Robert S.
9
Aizenman, Joshua
8
Bai, Jennie
8
Benzoni, Luca
8
Helwege, Jean
8
Jiang, Wei
8
Pagano, Marco
8
Tsai, Jerry
8
Avdjiev, Stefan
7
Berg, Tobias
7
Berndt, Antje
7
Binici, Mahir
7
Bogdanova, Bilyana
7
Bolton, Patrick
7
Doshi, Hitesh
7
Elkamhi, Redouane
7
Gilchrist, Simon
7
Gündüz, Yalın
7
Hammoudeh, Shawkat
7
Hofmann, Boris
7
Hutchison, Michael M.
7
Li, Junye
7
Mayordomo, Sergio
7
Scheicher, Martin
7
Seo, Sang Byung
7
Wachter, Jessica A.
7
Wang, Xingchun
7
Acharya, Viral V.
6
Beirne, John
6
Calice, Giovanni
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of finance : journal of the European Finance Association
1
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ECONIS (ZBW)
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Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
3
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
4
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
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