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person:"Monfort, Alain"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~person:"Diebold, Francis X."
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Yield curve
10
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10
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6
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6
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3
Kreditrisiko
3
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2
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2
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Monfort, Alain
Collin-Dufresne, Pierre
Diebold, Francis X.
Gouriéroux, Christian
13
Scaillet, Olivier
5
Eberlein, Ernst
4
Filipović, Damir
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
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Sufana, Razvan
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2
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2
Musiela, Marek
2
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2
Polimenis, Vassilis
2
Renne, Jean-Paul
2
Rogers, Leonard C. G.
2
Runggaldier, Wolfgang J.
2
Aihara, Shin Ichi
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Akahori, Jirô
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Bec, Frédérique
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1
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1
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1
Cheridito, Patrick
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
9
NBER working paper series
8
Documents de travail / Banque de France
7
Journal of econometrics
7
The journal of finance : the journal of the American Finance Association
7
Banque de France Working Paper
6
NBER Working Paper
6
CFS working paper series
5
Working papers / Financial Institutions Center
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Working papers series / Federal Reserve Bank of San Francisco
4
Journal of banking & finance
3
The Econometric and Tinbergen Institutes Lectures
3
The review of financial studies
2
Working papers / Rodney L. White Center for Financial Research
2
AFA 2013 San Diego Meetings Paper
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
Journal of financial economics
1
Les cahiers de recherche / HEC Paris
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
1
Staff reports / Federal Reserve Bank of New York
1
Série des documents de travail
1
The American economic review
1
The econometric and tinbergen institutes lectures
1
The econometrics journal
1
The journal of asset management
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working papers / Penn Institute for Economic Research
1
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1
Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009552659
Saved in:
2
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
3
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
4
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2011
Persistent link: https://www.econbiz.de/10009406399
Saved in:
5
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2010
Persistent link: https://www.econbiz.de/10009406550
Saved in:
6
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592184
Saved in:
7
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
8
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
9
Affine term structure models
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2002
Persistent link: https://www.econbiz.de/10001742490
Saved in:
10
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
Saved in:
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