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Documents de travail / Banque de France
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
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2012
Persistent link: https://www.econbiz.de/10009574513
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2
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
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2012
Persistent link: https://www.econbiz.de/10009574575
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3
Bilateral exposures and systemic solvency risk
Gouriéroux, Christian
;
Heam, Jean-Cyprien
;
Monfort, Alain
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2012
Persistent link: https://www.econbiz.de/10009714009
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4
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
5
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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