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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Was there a "Greenspan conundrum" in the euro area?
Lamé, Gildas
-
2013
Persistent link: https://www.econbiz.de/10009753195
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2
Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009552659
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3
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2011
Persistent link: https://www.econbiz.de/10009406399
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4
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
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5
An analysis of the ultra long-term yields
Dubecq, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406547
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6
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2010
Persistent link: https://www.econbiz.de/10009406550
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7
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592184
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8
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
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9
A classification of two factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333863
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10
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
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