//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Monfort, Alain"
~person:"Hamilton, James D."
~subject:"Kapitalmarktrendite"
~subject:"Kreditrisiko"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitalmarktrendite
Kreditrisiko
Yield curve
26
Zinsstruktur
26
Theorie
14
Theory
14
Credit risk
8
USA
7
United States
7
Anleihe
5
Bond
5
Risikoprämie
5
Risk premium
5
Geldpolitik
4
Monetary policy
4
Central bank
3
Derivat
3
Derivative
3
Estimation
3
Forecasting model
3
Geldmarkt
3
Markov chain
3
Markov-Kette
3
Money market
3
Prognoseverfahren
3
Schätzung
3
Zentralbank
3
Arbitrage
2
Corporate bond
2
Econometric model
2
Financial crisis
2
Finanzkrise
2
Finite dimensional dependence
2
Futures
2
Interest rate
2
Interest rate derivative
2
Macroeconomics
2
Makroökonomik
2
Portfolio selection
2
Portfolio-Management
2
Unternehmensanleihe
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Aufsatz im Buch
1
Book section
1
Language
All
English
9
Author
All
Monfort, Alain
Hamilton, James D.
Renne, Jean-Paul
8
Chen, Tsung-Kang
7
Wu, Chunchi
6
Liao, Hsien-hsing
5
Mayordomo, Sergio
5
Okimoto, Tatsuyoshi
5
Peña Sánchez de Rivera, Juan Ignacio
5
Schmidt, Thorsten
5
Takaoka, Sumiko
5
Avino, Davide
4
Benbouzid, Nadia
4
Boyarchenko, Nina
4
Gouriéroux, Christian
4
Huang, Jing-Zhi
4
Lando, David
4
Mallick, Sushanta Kumar
4
Nejadmalayeri, Ali
4
Pinto, João M.
4
Tseng, Yijie
4
Wang, Junbo
4
Yu, Fan
4
Zhou, Hao
4
Bai, Jennie
3
Bethke, Sebastian
3
Bhanot, Karan
3
Cathcart, Lara
3
Chen, Tsung-kang
3
Chernov, Mikhail
3
D'Amico, Guglielmo
3
Delēs, Manthos D.
3
Du, Ding
3
Duffie, Darrell
3
Elkamhi, Redouane
3
Feldhütter, Peter
3
Goldstein, Robert S.
3
Guidolin, Massimo
3
Gómez Puig, Marta
3
Jahel, Lina el
3
Kuehn, Lars-Alexander
3
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Developments in macro-finance Yield curve modelling
1
Journal of banking & finance
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Robust bond risk premia
Bauer, Michael D.
;
Hamilton, James D.
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
Saved in:
3
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:
4
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
Saved in:
5
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:
6
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:
7
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:
8
Default, liquidity, and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 221-262
Persistent link: https://www.econbiz.de/10009745893
Saved in:
9
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->