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Frequency-domain analysis of debt service in a macro-finance model for the euro area
Renne, Jean-Paul - 2009
Persistent link: https://www.econbiz.de/10003910283
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Quels sont les enjeux, en termes de coût et de risque, de la gestion active de la durée de vie moyenne de la dette?
Renne, Jean-Paul (contributor) - 2007
Persistent link: https://www.econbiz.de/10003591047
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A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul - 2012
Persistent link: https://www.econbiz.de/10009663966
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Options embedded in ECB targeted refinancing operations
Renne, Jean-Paul - 2014
Persistent link: https://www.econbiz.de/10010439788
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Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul - 2014
Persistent link: https://www.econbiz.de/10010439789
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Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy?
Mésonnier, Jean-Stéphane (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003591192
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Credit and liquidity risks in euro-area sovereign yield curves
Monfort, Alain; Renne, Jean-Paul - 2011
Persistent link: https://www.econbiz.de/10009381803
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Fiscal sustainability, default risk and euro area sovereign bond spreads
Borgy, Vladimir; Laubach, Thomas; Mésonnier, Jean-Stéphane - 2011
Persistent link: https://www.econbiz.de/10009381809
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Default, liquidity and crises : an econometric framework
Monfort, Alain; Renne, Jean-Paul - 2011
Persistent link: https://www.econbiz.de/10009381919
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Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain; Pegoraro, Fulvio; Renne, Jean-Paul; … - 2015
Persistent link: https://www.econbiz.de/10011305204