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person:"Monfort, Alain"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~subject:"Monetary policy"
~subject:"Theorie"
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Search: subject_exact:"Zinsstrukturkurve"
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Monfort, Alain
Collin-Dufresne, Pierre
Uhrig-Homburg, Marliese
3
Jordan, James V.
2
Liu, Zhuoshi
2
Mele, Antonio
2
Obayashi, Yoshiki
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Journal of banking & finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
The journal of finance : the journal of the American Finance Association
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Documents de travail / Banque de France
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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:
2
Unspanned stochastic volatility and fixed income derivatives pricing
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Goldstein, Bob
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2723-2749
Persistent link: https://www.econbiz.de/10003121044
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