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Les notes d'études et de recherche : NER
Review of finance : journal of the European Finance Association
Série des documents de travail / Centre de Recherche en Économie et Statistique
40
Banque de France Working Paper
26
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17
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Notes d'études et de recherche : NER
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Systemic risk in Europe
Engle, Robert F.
;
Jondeau, Eric
;
Rockinger, Michael
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 145-190
Persistent link: https://www.econbiz.de/10011343055
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2
The bank bias : segmentation of French fund families
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002434896
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3
Optimal portfolio allocation under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002435092
Saved in:
4
Asset allocation in transition economies
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827664
Saved in:
5
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
6
Econometric asset pricing modelling
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797008
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7
Pricing and inference with mixtures of conditionally normal processes
Bertholon, Henri
(
contributor
);
Monfort, Alain
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003591596
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8
Multi-lag term structure models with stochastic risk premia
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003591599
Saved in:
9
Decomposing euro-area sovereign spreads : credit and liquidity risks
Monfort, Alain
;
Renne, Jean-Paul
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
6
,
pp. 2103-2151
Persistent link: https://www.econbiz.de/10011287708
Saved in:
10
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
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