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~person:"Gouriéroux, Christian"
~subject:"CAPM"
~subject:"Correlation"
~subject:"Credit Derivatives"
~subject:"Risikoprämie"
~subject:"Theory"
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Gouriéroux, Christian
Tang, Dragon Yongjun
18
Augustin, Patrick
13
Gündüz, Yalın
13
Bolton, Patrick
12
Scheicher, Martin
12
Zhu, Haibin
11
Zhou, Hao
10
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9
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8
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8
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8
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8
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8
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8
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8
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8
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8
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8
Lee, Jongsub
8
Subrahmanyam, Marti G.
8
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8
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8
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7
Bai, Jennie
7
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7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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ECONIS (ZBW)
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
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:
3
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
4
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:
5
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
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