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Bilateral exposures and systemic solvency risk
Gouriéroux, Christian; Heam, Jean-Cyprien; Monfort, Alain - 2012
Persistent link: https://www.econbiz.de/10009714009
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Regime switching and bond pricing
Gouriéroux, Christian; Monfort, Alain; Pegoraro, Fulvio; … - 2013
Persistent link: https://www.econbiz.de/10010200003
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Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2013
Persistent link: https://www.econbiz.de/10010200005
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Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon; Gouriéroux, Christian - 2012
Persistent link: https://www.econbiz.de/10009574513
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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
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Tails of inflation forecasts and tales of monetary policy
Andrade, Philippe; Ghysels, Eric; Idier, Julien - 2012
Persistent link: https://www.econbiz.de/10009663896
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The financial content of inflation risks in the euro area
Andrade, Philippe; Fourel, Valère; Ghysels, Eric; … - 2013
Persistent link: https://www.econbiz.de/10009790754