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person:"Monfort, Alain"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Rudebusch, Glenn D."
~subject:"Bankenliquidität"
~subject:"Portfolio-Management"
~subject:"Zinsstruktur"
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Bankenliquidität
Portfolio-Management
Zinsstruktur
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Monfort, Alain
Rudebusch, Glenn D.
Eberlein, Ernst
4
Filipović, Damir
4
Levendorskij, Sergej Z.
3
Rutkowski, Marek
3
Teichmann, Josef
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
7
Banque de France Working Paper
6
Journal of econometrics
6
Working papers / Financial Institutions Center
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of monetary economics
5
The American economic review
4
Working paper / National Bureau of Economic Research, Inc.
4
CFS working paper series
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of money, credit and banking : JMCB
3
NBER working paper series
3
Review of finance : journal of the European Finance Association
3
The Econometric and Tinbergen Institutes Lectures
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CESifo Working Paper Series
2
CESifo working papers
2
International journal of central banking : IJCB
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Journal of banking & finance
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NBER Working Paper
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American economic journal : a journal of the American Economic Association
1
Annales d'économie et de statistique
1
Brookings papers on economic activity : BPEA
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CREATES research paper
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Developments in macro-finance Yield curve modelling
1
Dynamic factor models
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Dynamique des marchés financiers et prévisions
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IMES discussion paper series / Englische Ausgabe
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Journal of empirical finance
1
Les notes d'études et de recherche : NER
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Monetary and economic studies
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Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
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National Bank of Belgium Working Paper
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Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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Review / Federal Reserve Bank of St. Louis
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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
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2
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
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