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~person:"Gouriéroux, Christian"
~type_genre:"Book section"
~type_genre:"Collection of articles written by one author"
~type_genre:"Working Paper"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Gouriéroux, Christian
Rudebusch, Glenn D.
52
Christensen, Jens H. E.
45
Favero, Carlo A.
31
Akram, Tanweer
27
Krippner, Leo
25
Diebold, Francis X.
23
Gollier, Christian
23
Chiarella, Carl
22
Kaminska, Iryna
22
Chernov, Mikhail
20
Thornton, Daniel L.
20
Wright, Jonathan H.
20
Afonso, António
18
Filipović, Damir
18
Monfort, Alain
18
Bekaert, Geert
17
Caporale, Guglielmo Maria
17
Hördahl, Peter
17
Mönch, Emanuel
17
Bauer, Michael D.
16
Carriero, Andrea
16
Kim, Don H.
16
Renne, Jean-Paul
16
Bacchetta, Philippe
15
Sarno, Lucio
15
Van Wincoop, Eric
15
Lemke, Wolfgang
14
Meldrum, Andrew
14
Schlögl, Erik
14
Swanson, Eric T.
14
Vayanos, Dimitri
14
Andreasen, Martin Møller
13
Campbell, John Y.
13
Dewachter, Hans
13
Joshi, Mark S.
13
MacDonald, Ronald
13
Svensson, Lars E. O.
13
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Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
2
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
3
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
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
Saved in:
5
An analysis of the ultra long-term yields
Dubecq, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406547
Saved in:
6
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
7
A classification of two factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333863
Saved in:
8
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
9
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
10
Whishart quadratic term structure models
Gouriéroux, Christian
;
Sufana, Razvan
-
2003
Persistent link: https://www.econbiz.de/10002170564
Saved in:
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