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person:"Monfort, Alain"
~person:"Lustig, Hanno"
~person:"Thornton, Daniel L."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Zinsstrukturkurve"
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36
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Monfort, Alain
Lustig, Hanno
Thornton, Daniel L.
Rudebusch, Glenn D.
31
Jarrow, Robert A.
23
Batten, Jonathan A.
19
Christensen, Jens H. E.
19
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17
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16
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16
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15
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15
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15
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14
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14
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14
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14
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14
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13
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13
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13
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13
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13
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12
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12
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12
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12
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12
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12
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12
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12
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11
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11
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11
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11
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11
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11
Li, Haitao
11
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11
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Journal of banking & finance
5
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4
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4
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3
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2
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ECONIS (ZBW)
36
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1
Fiscal capacity : an asset pricing perspective
Jiang, Zhengyang
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
; …
- In:
Annual review of financial economics
15
(
2023
),
pp. 197-219
Persistent link: https://www.econbiz.de/10014426279
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
The term structure of currency carry trade risk premia
Lustig, Hanno
;
Stathopoulos, Andreas
;
Verdelhan, Adrien
- In:
The American economic review
109
(
2019
)
12
,
pp. 4142-4177
Persistent link: https://www.econbiz.de/10012200455
Saved in:
4
Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo
;
Thornton, Daniel L.
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 636-664
Persistent link: https://www.econbiz.de/10012031076
Saved in:
5
The cross-section and time series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
Journal of monetary economics
88
(
2017
),
pp. 50-69
Persistent link: https://www.econbiz.de/10011799154
Saved in:
6
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:
7
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:
8
Understanding the predictability of excess returns
Thornton, Daniel L.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10011701088
Saved in:
9
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:
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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