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~institution:"Banque de France / Direction des Etudes Economiques et de la Recherche"
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Représentation VAR et test de la théorie des anticipations de la structure par terme
Jondeau, Eric
-
1997
Persistent link: https://www.econbiz.de/10000968630
Saved in:
2
The expectation theory : tests on French, German, and American Euro-rates
Jondeau, Eric
;
Ricart, Roland
-
1996
Persistent link: https://www.econbiz.de/10000937563
Saved in:
3
Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine
;
Jondeau, Eric
-
1998
Persistent link: https://www.econbiz.de/10000989563
Saved in:
4
Reading interest rate and bond futures options' smiles : how PIBOR and notional operators appreciated the 1997 French snap selection
Coutant, Sylvie
;
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000989565
Saved in:
5
La prévision des taux longs français et allemands à partir d'un modèle à anticipations rationnelles
Jondeau, Eric
;
Sédillot, Franck
-
1998
Persistent link: https://www.econbiz.de/10000989567
Saved in:
6
La théorie des anticipations de la structure par terme : test à partir des titres publics franca̧is
Jondeau, Eric
;
Ricart, Roland
-
1997
Persistent link: https://www.econbiz.de/10000968629
Saved in:
7
Estimation et interprétation des densités neutres au risque : une comparaison de méthodes
Jondeau, Eric
;
Rockinger, Michael
-
1997
Persistent link: https://www.econbiz.de/10000972674
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