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person:"Monfort, Alain"
~isPartOf:"Documents de travail / Banque de France"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Hördahl, Peter"
~subject:"Yield curve"
~subject:"Zinsstruktur"
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Yield curve
Zinsstruktur
Theorie
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5
Credit risk
4
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4
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2
Forecasting model
2
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1975-1998
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Monfort, Alain
Hördahl, Peter
Renne, Jean-Paul
9
Pegoraro, Fulvio
5
Avouyi-Dovi, Sanvi
2
Cassola, Nuno
2
Cette, Gilbert
2
Dubecq, Simon
2
Gouriéroux, Christian
2
Horny, Guillaume
2
Jong, Marielle de
2
Mouabbi, Sarah
2
Roussellet, Guillaume
2
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2
Siegel, Andrew F.
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Tiozzo 'Pezzoli, Luca
2
Vestin, David
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1
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BenSalem, Mélika
1
Bergeijk, Peter A. G. van
1
Berk, Jan Marc
1
Bondt, Gabe J. de
1
Borgy, Vladimir
1
Bortoli, Clément
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Brand, Claus
1
Brousseau, Vincent
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Bystrov, Victor
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1
Evjen, Snorre
1
Fratzscher, Marcel
1
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Documents de travail / Banque de France
Working paper series / European Central Bank ; Eurosystem
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Banque de France Working Paper
6
Working paper series / European Central Bank
5
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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ECONIS (ZBW)
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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
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:
7
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
8
Interpreting implied risk-neutral densities : the role of risk premia
Hördahl, Peter
-
2003
Persistent link: https://www.econbiz.de/10013434618
Saved in:
9
Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model
Hördahl, Peter
-
2000
Persistent link: https://www.econbiz.de/10013434289
Saved in:
10
A joint econometric model of macroeconomic and term struture dynamics
Hördahl, Peter
-
2004
Persistent link: https://www.econbiz.de/10013434758
Saved in:
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