//--> //--> //-->
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:"Lustig, Hanno"
~subject:"Bankenliquidität"
~subject:"Finanzmarkt"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Bankenliquidität
Finanzmarkt
Portfolio-Management
Yield curve
22
Zinsstruktur
22
Theorie
13
Theory
13
Risikoprämie
9
Risk premium
9
Credit risk
7
Kreditrisiko
7
Anleihe
4
Bond
4
CAPM
4
Exchange rate risk
4
Währungsrisiko
4
Interest rate parity
3
Markov chain
3
Markov-Kette
3
Portfolio selection
3
Zinsparität
3
Arbitrage
2
Corporate bond
2
Derivat
2
Derivative
2
Financial crisis
2
Finanzkrise
2
Finite dimensional dependence
2
Geldpolitik
2
Interest rate derivative
2
Monetary policy
2
Unternehmensanleihe
2
Zinsderivat
2
contagion
2
term structure
2
1964-1995
1
2006-2013
1
ARMA model
1
ARMA-Modell
1
Affine process
1
Aktienmarkt
1
Ansteckungseffekt
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Language
All
English
4
Author
All
Monfort, Alain
Lustig, Hanno
Christensen, Jens H. E.
5
Jarrow, Robert A.
4
Bianchi, Robert
3
López, José A.
3
Tarelli, Andrea
3
Abid, Ilyes
2
Acharya, Viral V.
2
Almeida, Caio
2
An, Yunbi
2
Barnard, Brian
2
Basso, Henrique S.
2
Benbouzid, Nadia
2
Caldeira, João F.
2
Carcano, Nicola
2
Chang, Hao
2
De Pace, Pierangelo
2
Drew, Michael E.
2
El Karoui, Nicole
2
Escobar, Marcos
2
Escribano Sotos, Francisco
2
Fabozzi, Frank J.
2
Fergusson, K.
2
Filipović, Damir
2
Fontana, Claudio
2
Gümbel, Sandrine
2
Handorf, William Charles
2
Hata, Hiroaki
2
Hillairet, Caroline
2
Ilomäki, Jukka
2
Koijen, Ralph S. J.
2
Li, Duan
2
Li, Haitao
2
Lin, Mucai
2
Lioui, Abraham
2
Mallick, Sushanta Kumar
2
Mele, Antonio
2
Mkaouar, Farid
2
Moura, Guilherme Valle
2
Mrad, Mohamed
2
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of monetary economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of asset management
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
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
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:
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
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10003764508
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->