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subject:"CAPM"
~person:"Gouriéroux, Christian"
~subject:"Kreditrisiko"
~type_genre:"Article in journal"
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CAPM
Kreditrisiko
Risikoprämie
7
Risk premium
7
Theorie
6
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6
Derivat
5
Derivative
5
Credit risk
3
Method of moments
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Gouriéroux, Christian
Zaremba, Adam
24
Fabozzi, Frank J.
10
Bali, Turan G.
8
Bansal, Ravi
8
Cakici, Nusret
8
Rubio, Gonzalo
8
Jacobs, Kris
7
Long, Huaigang
7
Maio, Paulo
7
Nitschka, Thomas
7
Wagner, Niklas F.
7
Wang, Xingchun
7
Demirer, Rıza
6
Guesmi, Khaled
6
Guidolin, Massimo
6
Guo, Hui
6
Murphy, Austin
6
Amihud, Yakov
5
Augustin, Patrick
5
Batten, Jonathan A.
5
Campbell, John Y.
5
Chernov, Mikhail
5
Croce, Mariano M.
5
Driessen, Joost
5
Faff, Robert W.
5
Hammoudeh, Shawkat
5
Harvey, Campbell R.
5
Hassan, M. Kabir
5
Kang, Jangkoo
5
Lee, Changjun
5
Lettau, Martin
5
Liu, Hening
5
Longstaff, Francis A.
5
Lustig, Hanno
5
Robotti, Cesare
5
Ruan, Xinfeng
5
Serrano, Pedro
5
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5
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Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
2
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
Saved in:
3
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
4
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
5
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
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