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person:"Monfort, Alain"
~isPartOf:"Documents de travail / Banque de France"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
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Search: subject_exact:"Zinsstrukturkurve"
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Yield curve
11
Zinsstruktur
11
Credit risk
5
Kreditrisiko
5
Theorie
4
Theory
4
Geldpolitik
3
Monetary policy
3
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Monfort, Alain
Collin-Dufresne, Pierre
Renne, Jean-Paul
10
Chen, Tsung-kang
6
Liao, Hsien-hsing
6
Pegoraro, Fulvio
6
Bekaert, Geert
4
Longstaff, Francis A.
4
Thornton, Daniel L.
4
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3
Bai, Jennie
3
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3
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3
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3
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3
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3
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3
Filipović, Damir
3
Goldstein, Robert S.
3
Horny, Guillaume
3
Koijen, Ralph S. J.
3
Liu, Zhuoshi
3
Maltritz, Dominik
3
Mele, Antonio
3
Miffre, Joëlle
3
Prisman, Eliezer Zeev
3
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2
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2
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2
Bali, Turan G.
2
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2
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2
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Documents de travail / Banque de France
Journal of banking & finance
Journal of financial economics
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
The journal of finance : the journal of the American Finance Association
7
Banque de France Working Paper
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
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3
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3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
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2
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2
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1
Annales d'économie et de statistique
1
Developments in macro-finance Yield curve modelling
1
Dynamique des marchés financiers et prévisions
1
Fisher College of Business working paper series
1
Journal of empirical finance
1
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1
Les notes d'études et de recherche : NER
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Netspar Discussion Paper
1
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
1
Review of finance : journal of the European Finance Association
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Staff reports / Federal Reserve Bank of New York
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The journal of asset management
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ECONIS (ZBW)
11
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1
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2015
Persistent link: https://www.econbiz.de/10011305204
Saved in:
2
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
3
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
-
2013
Persistent link: https://www.econbiz.de/10009790707
Saved in:
4
Credit and liquidity risks in euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381803
Saved in:
5
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
6
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:
7
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882004
Saved in:
8
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
9
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
Saved in:
10
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
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