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Journal of banking & finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
Saved in:
2
Measuring aggregate risk : can we robustly identify asset-price boom–bust cycles?
Borgy, Vladimir
;
Clerc, Laurent
;
Renne, Jean-Paul
- In:
Journal of banking & finance
46
(
2014
),
pp. 132-150
Persistent link: https://www.econbiz.de/10010467835
Saved in:
3
Asset pricing with Second-Order Esscher Transforms
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1678-1687
Persistent link: https://www.econbiz.de/10009616440
Saved in:
4
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
Saved in:
5
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
6
Asset pricing with Second-Order Esscher Transforms
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1678-1688
Persistent link: https://www.econbiz.de/10009961919
Saved in:
7
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10010053720
Saved in:
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