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~isPartOf:"Documents de travail / Banque de France"
~subject:"Kreditrisiko"
~subject:"Statistical theory"
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Documents de travail / Banque de France
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Credit and liquidity risks in euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
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2011
Persistent link: https://www.econbiz.de/10009381803
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2
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
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2011
Persistent link: https://www.econbiz.de/10009381919
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3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
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4
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
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2013
Persistent link: https://www.econbiz.de/10010200005
Saved in:
5
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
-
2013
Persistent link: https://www.econbiz.de/10009790707
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