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person:"Monfort, Alain"
~person:"Kim, Don H."
~subject:"Kreditrisiko"
~subject:"Yield curve"
~subject:"Yield"
~type_genre:"Working Paper"
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Search: subject_exact:"Zinsstrukturkurve"
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Kreditrisiko
Yield curve
Yield
Zinsstruktur
32
Estimation
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Monfort, Alain
Kim, Don H.
Rudebusch, Glenn D.
50
Christensen, Jens H. E.
44
Akram, Tanweer
27
Favero, Carlo A.
27
Krippner, Leo
25
Diebold, Francis X.
23
Gollier, Christian
23
Chiarella, Carl
22
Kaminska, Iryna
21
Chernov, Mikhail
20
Thornton, Daniel L.
20
Wright, Jonathan H.
20
Afonso, António
18
Filipović, Damir
18
Bekaert, Geert
17
Caporale, Guglielmo Maria
17
Hördahl, Peter
17
Bauer, Michael D.
16
Carriero, Andrea
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Gouriéroux, Christian
16
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15
Mönch, Emanuel
15
Renne, Jean-Paul
15
Sarno, Lucio
15
Van Wincoop, Eric
15
Meldrum, Andrew
14
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14
Vayanos, Dimitri
14
Andreasen, Martin Møller
13
Campbell, John Y.
13
Joshi, Mark S.
13
Lemke, Wolfgang
13
Schlögl, Erik
13
Svensson, Lars E. O.
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Wei, Min
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12
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12
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ECONIS (ZBW)
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Are shadow rate models of the Treasury yield curve structurally stable?
Kim, Don H.
;
Priebsch, Marcel A.
-
2020
Persistent link: https://www.econbiz.de/10012389081
Saved in:
2
International yield spillovers
Kim, Don H.
;
Ochoa, Marcelo
-
2020
Persistent link: https://www.econbiz.de/10012437922
Saved in:
3
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:
4
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:
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
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:
7
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
8
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:
9
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:
10
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
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