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person:"Monfort, Alain"
~person:"Kim, Don H."
~subject:"Kreditrisiko"
~subject:"Risikoprämie"
~subject:"Yield"
~type_genre:"Working Paper"
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Kreditrisiko
Risikoprämie
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Monfort, Alain
Kim, Don H.
Christensen, Jens H. E.
18
Hördahl, Peter
13
Chernov, Mikhail
10
D'Amico, Stefania
10
Boyarchenko, Nina
8
Orphanides, Athanasios
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Renne, Jean-Paul
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Rudebusch, Glenn D.
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8
Afonso, António
7
Andreasen, Martin Møller
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Bauer, Michael D.
7
Cesa-Bianchi, Ambrogio
7
Nyborg, Kjell G.
7
Pericoli, Marcello
7
Tristani, Oreste
7
Wright, Jonathan H.
7
Bekaert, Geert
6
Caporale, Guglielmo Maria
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Gollier, Christian
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Gürkaynak, Refet S.
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Wei, Min
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Durham, J. Benson
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Marfè, Roberto
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Moessner, Richhild
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Sarno, Lucio
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Taylor, John B.
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Altavilla, Carlo
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Benzoni, Luca
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Bernoth, Kerstin
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Documents de travail / Banque de France
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1
International yield spillovers
Kim, Don H.
;
Ochoa, Marcelo
-
2020
Persistent link: https://www.econbiz.de/10012437922
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
Jumps in bond yields at known times
Kim, Don H.
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10011286165
Saved in:
4
Tips from tips : the informational content of treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
-
2014
Persistent link: https://www.econbiz.de/10010433466
Saved in:
5
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
6
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:
7
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:
8
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
9
Tips from TIPS : the informational content of Treasury inflation-protected security prices
D'Amico, Stefania
;
Kim, Don H.
;
Wei, Min
-
2010
Persistent link: https://www.econbiz.de/10003989903
Saved in:
10
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
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