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person:"Monfort, Alain"
~subject:"Zinsstruktur"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
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Zinsstruktur
Yield curve
18
Credit risk
9
Kreditrisiko
9
Theorie
9
Theory
9
Anleihe
4
Bond
4
Switching behaviour
3
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3
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2
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2
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Arbeitspapier
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17
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Monfort, Alain
Rudebusch, Glenn D.
52
Christensen, Jens H. E.
45
Favero, Carlo A.
31
Akram, Tanweer
27
Krippner, Leo
25
Diebold, Francis X.
23
Gollier, Christian
23
Chiarella, Carl
22
Kaminska, Iryna
22
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
Mönch, Emanuel
17
Bauer, Michael D.
16
Carriero, Andrea
16
Gouriéroux, Christian
16
Renne, Jean-Paul
16
Bacchetta, Philippe
15
Kim, Don H.
15
Sarno, Lucio
15
Van Wincoop, Eric
15
Lemke, Wolfgang
14
Meldrum, Andrew
14
Schlögl, Erik
14
Swanson, Eric T.
14
Vayanos, Dimitri
14
Andreasen, Martin Møller
13
Campbell, John Y.
13
Dewachter, Hans
13
Joshi, Mark S.
13
MacDonald, Ronald
13
Svensson, Lars E. O.
13
Wei, Min
13
Binsbergen, Jules H. van
12
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
7
Developments in macro-finance Yield curve modelling
1
Les notes d'études et de recherche : NER
1
Série des documents de travail
1
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ECONIS (ZBW)
18
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1
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:
2
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:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
4
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:
5
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:
6
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
7
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
Saved in:
8
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
9
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:
10
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
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