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A Model of the Euro-Area Yield...
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Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain
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Renne, Jean-Paul
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2011
Persistent link: https://www.econbiz.de/10009552659
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Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
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Monfort, Alain
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Renne, Jean-Paul
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2013
Persistent link: https://www.econbiz.de/10009753236
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Default, liquidity and crises : an econometric framework
Monfort, Alain
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Renne, Jean-Paul
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2010
Persistent link: https://www.econbiz.de/10009406550
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Regime switching and bond pricing
Gouriéroux, Christian
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Monfort, Alain
;
Pegoraro, Fulvio
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2013
Persistent link: https://www.econbiz.de/10010348574
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