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person:"Monfort, Alain"
~person:"Bacchetta, Philippe"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Zinsstrukturkurve"
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33
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Monfort, Alain
Bacchetta, Philippe
Rudebusch, Glenn D.
52
Christensen, Jens H. E.
45
Favero, Carlo A.
31
Akram, Tanweer
27
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25
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23
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23
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22
Kaminska, Iryna
22
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20
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20
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20
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18
Filipović, Damir
18
Bekaert, Geert
17
Caporale, Guglielmo Maria
17
Hördahl, Peter
17
Mönch, Emanuel
17
Bauer, Michael D.
16
Carriero, Andrea
16
Gouriéroux, Christian
16
Renne, Jean-Paul
16
Kim, Don H.
15
Sarno, Lucio
15
Van Wincoop, Eric
15
Lemke, Wolfgang
14
Meldrum, Andrew
14
Schlögl, Erik
14
Swanson, Eric T.
14
Vayanos, Dimitri
14
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13
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13
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13
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13
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13
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13
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13
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ECONIS (ZBW)
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1
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
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:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
4
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:
5
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:
6
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
7
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:
8
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
9
Compound autoregressive processes and defaultable bond pricing
Monfort, Alain
;
Renne, Jean-Paul
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 141-168)
.
2014
Persistent link: https://www.econbiz.de/10010254023
Saved in:
10
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
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