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person:"Monfort, Alain"
~person:"Hördahl, Peter"
~subject:"United States"
~subject:"Yield curve"
~subject:"Zinsstruktur"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Zinsstrukturkurve"
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Yield curve
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11
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8
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Monfort, Alain
Hördahl, Peter
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
19
Akram, Tanweer
18
Gupta, Rangan
16
Wu, Liuren
16
Singleton, Kenneth J.
15
Umar, Zaghum
15
Wohar, Mark E.
15
Wright, Jonathan H.
15
Chen, Ren-Raw
14
Chiarella, Carl
14
Fabozzi, Frank J.
14
Gouriéroux, Christian
14
Rebonato, Riccardo
14
Thornton, Daniel L.
14
Almeida, Caio
13
Chen, Son-nan
13
Goldstein, Robert S.
13
Nowman, Kalid Ben
13
Schwartz, Eduardo S.
13
Artus, Patrick
12
Bauer, Michael D.
12
Cebula, Richard J.
12
Collin-Dufresne, Pierre
12
Filipović, Damir
12
Sarno, Lucio
12
Spencer, Peter D.
12
Tzavalis, Elias
12
Wu, Chunchi
12
Caporale, Guglielmo Maria
11
Chernov, Mikhail
11
Favero, Carlo A.
11
Guidolin, Massimo
11
Ito, Takayasu
11
Kugler, Peter
11
Li, Haitao
11
Longstaff, Francis A.
11
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Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of finance : journal of the European Finance Association
2
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1
BIS quarterly review : international banking and financial market developments
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1
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ECONIS (ZBW)
24
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1
Sovereign credit and exchange rate risks : evidence from Asia-Pacific local currency bonds
Chernov, Mikhail
;
Creal, Drew
;
Hördahl, Peter
- In:
Journal of international economics
140
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014266396
Saved in:
2
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
3
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
4
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 348-366
Persistent link: https://www.econbiz.de/10011920515
Saved in:
5
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:
6
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
7
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
Saved in:
8
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
9
Inflation risk premia in the euro area and the United States
Hördahl, Peter
;
Tristani, Oreste
- In:
International journal of central banking : IJCB
10
(
2014
)
3
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010469965
Saved in:
10
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
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