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~person:"Renne, Jean-Paul"
~person:"Spagnolo, Nicola"
~subject:"Country risk"
~subject:"Credit risk"
~subject:"Eurozone"
~subject:"Forecasting model"
~type:"article"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Country risk
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13
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9
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5
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11
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Renne, Jean-Paul
Spagnolo, Nicola
Gómez Puig, Marta
8
Monfort, Alain
8
Afonso, António
7
Baghestani, Hamid
7
Gupta, Rangan
7
Kang, Kyu Ho
7
Chebbi, Tarek
6
Chen, Tsung-Kang
6
Favero, Carlo A.
6
Guidolin, Massimo
6
Mönch, Emanuel
6
Wu, Chunchi
6
Almeida, Caio
5
Basse, Tobias
5
Caldeira, João F.
5
Gibson, Heather D.
5
Hall, Stephen G.
5
Haubrich, Joseph Gerard
5
Kuosmanen, Petri
5
Lando, David
5
Liao, Hsien-hsing
5
Mayordomo, Sergio
5
Okimoto, Tatsuyoshi
5
Peña Sánchez de Rivera, Juan Ignacio
5
Sarno, Lucio
5
Schmidt, Thorsten
5
Siriopoulos, Costas
5
Sosvilla-Rivero, Simón
5
Takaoka, Sumiko
5
Tavlas, George S.
5
Tzavalis, Elias
5
Vataja, Juuso
5
Wohar, Mark E.
5
Zhou, Hao
5
Altavilla, Carlo
4
Arghyrou, Michael Georgiou
4
Avino, Davide
4
Benbouzid, Nadia
4
Boysen-Hogrefe, Jens
4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Developments in macro-finance Yield curve modelling
1
Journal of banking & finance
1
Journal of econometrics
1
Review of finance : journal of the European Finance Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
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The Manchester School
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ECONIS (ZBW)
11
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1
Fiscal limits and the pricing of Eurobonds
Pallara, Kevin
;
Renne, Jean-Paul
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1216-1237
Persistent link: https://www.econbiz.de/10014513919
Saved in:
2
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
3
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
4
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10011650234
Saved in:
5
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
Saved in:
6
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:
7
Decomposing euro-area sovereign spreads : credit and liquidity risks
Monfort, Alain
;
Renne, Jean-Paul
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
6
,
pp. 2103-2151
Persistent link: https://www.econbiz.de/10011287708
Saved in:
8
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:
9
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:
10
Liquidity risk, credit risk and the overknight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
The Manchester School
81
(
2013
)
6
,
pp. 925-940
Persistent link: https://www.econbiz.de/10010341577
Saved in:
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