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~language:"eng"
~person:"Monfort, Alain"
~subject:"Yield curve"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
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Yield curve
Anleihe
4
Bond
4
Zinsstruktur
4
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3
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3
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3
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3
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Monfort, Alain
Akram, Tanweer
4
Guo, Bin
4
Rudebusch, Glenn D.
4
Umar, Zaghum
4
Andreasen, Martin Møller
3
Barber, Joel R.
3
Carcano, Nicola
3
Fabozzi, Frank J.
3
Hale, Galina
3
McMillan, David G.
3
Renne, Jean-Paul
3
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3
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3
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3
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3
Zhu, Xiaoneng
3
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2
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2
Altavilla, Carlo
2
An, Yunbi
2
Aoki, Yasuharu
2
Audrino, Francesco
2
Balcilar, Mehmet
2
Balli, Faruk
2
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2
Bethke, Sebastian
2
Bhuruth, Muddun
2
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2
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2
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2
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2
Caldeira, João F.
2
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2
Cebula, Richard J.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annales d'économie et de statistique
1
Developments in macro-finance Yield curve modelling
1
Dynamique des marchés financiers et prévisions
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Default, liquidity, and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 221-262
Persistent link: https://www.econbiz.de/10009745893
Saved in:
4
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
- In:
Annales d'économie et de statistique
(
1995
),
pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
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