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person:"Monfort, Alain"
~isPartOf:"Review of finance : journal of the European Finance Association"
~isPartOf:"Série des documents de travail"
~person:"Kim, Don H."
~subject:"Kreditrisiko"
~subject:"Yield"
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Kreditrisiko
Yield
Credit risk
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Zinsstruktur
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Corporate bond
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Credit rating
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EU countries
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affine credit risk model
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contagion
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Monfort, Alain
Kim, Don H.
Renne, Jean-Paul
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Javadi, Siamak
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Review of finance : journal of the European Finance Association
Série des documents de travail
Documents de travail / Banque de France
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Developments in macro-finance Yield curve modelling
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ECONIS (ZBW)
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Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2019
-
This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
Saved in:
2
Decomposing euro-area sovereign spreads : credit and liquidity risks
Monfort, Alain
;
Renne, Jean-Paul
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
6
,
pp. 2103-2151
Persistent link: https://www.econbiz.de/10011287708
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