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~isPartOf:"Documents de travail / Banque de France"
~person:"Cahuc, Pierre"
~person:"Pegoraro, Fulvio"
~subject:"Credit risk"
~subject:"Kalman Filter and Kalman Smoother"
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Specification analysis of international treasury yield curve factors
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438246
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Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
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