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person:"Monfort, Alain"
~person:"Hale, Galina"
~person:"Kim, Don H."
~subject:"Kreditrisiko"
~subject:"Yield"
~type_genre:"Working Paper"
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Search: subject_exact:"Zinsstrukturkurve"
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Kreditrisiko
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Monfort, Alain
Hale, Galina
Kim, Don H.
Renne, Jean-Paul
8
Cesa-Bianchi, Ambrogio
7
Caporale, Guglielmo Maria
6
Nyborg, Kjell G.
6
Schönbucher, Philipp J.
6
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Afonso, António
4
Boyarchenko, Nina
4
Chernov, Mikhail
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Duffie, Darrell
4
Gilchrist, Simon
4
Koopman, Siem Jan
4
Van Landschoot, Astrid
4
Wel, Michel van der
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Anderson, Gareth
3
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Bevilaqua, Julia
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Christiansen, Charlotte
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He, Zhiguo
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1
Corporate yields and sovereign yields
Bevilaqua, Julia
;
Hale, Galina
;
Tallman, Eric
-
2019
Persistent link: https://www.econbiz.de/10012123481
Saved in:
2
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:
3
Corporate yields and sovereign yields
Hale, Galina
;
Bevilaqua, Julia
;
Tallman, Eric
-
2020
Persistent link: https://www.econbiz.de/10012202064
Saved in:
4
Corporate yields : effect of credit ratings and sovereign yields
Hale, Galina
;
Bevilaqua, Julia
;
Tallman, Eric
-
2020
Persistent link: https://www.econbiz.de/10012202073
Saved in:
5
Jumps in bond yields at known times
Kim, Don H.
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10011286165
Saved in:
6
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
7
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:
8
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:
9
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
10
Jumps in bond yields at known times
Kim, Don H.
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10010461270
Saved in:
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