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A Model of the Euro-Area Yield...
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Frequency-domain analysis of debt service in a macro-finance model for the euro area
Renne, Jean-Paul
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2009
Persistent link: https://www.econbiz.de/10003910283
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2
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
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2012
Persistent link: https://www.econbiz.de/10009663966
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3
Options embedded in ECB targeted refinancing operations
Renne, Jean-Paul
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2014
Persistent link: https://www.econbiz.de/10010439788
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4
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul
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2014
Persistent link: https://www.econbiz.de/10010439789
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5
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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6
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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7
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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8
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
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9
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
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10
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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