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person:"Monfort, Alain"
~accessRights:"restricted"
~person:"Hamilton, James D."
~person:"Renne, Jean-Paul"
~subject:"Kreditrisiko"
~subject:"Macroeconomics"
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Monfort, Alain
Hamilton, James D.
Renne, Jean-Paul
Chen, Tsung-Kang
5
Okimoto, Tatsuyoshi
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Takaoka, Sumiko
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Fiscal limits and the pricing of Eurobonds
Pallara, Kevin
;
Renne, Jean-Paul
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1216-1237
Persistent link: https://www.econbiz.de/10014513919
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2
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
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3
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
Saved in:
4
Testable implications of affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
-
2011
Persistent link: https://www.econbiz.de/10008991175
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