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~person:"Gouriéroux, Christian"
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Gouriéroux, Christian
Acharya, Viral V.
170
Fabozzi, Frank J.
166
Knieps, Günter
159
Ongena, Steven
148
Altman, Edward I.
124
Pelizzon, Loriana
110
Estache, Antonio
109
Nicoletti, Giuseppe
109
Shin, Hyun Song
106
Subrahmanyam, Marti G.
103
Jarrow, Robert A.
100
Duffie, Darrell
98
Hasan, Iftekhar
91
Crew, Michael A.
88
Ojo, Marianne
86
Peydró, José-Luis
86
Stulz, René M.
84
Lucas, André
83
Shleifer, Andrei
83
White, Michelle J.
82
Agarwal, Sumit
80
Krahnen, Jan Pieter
80
Levine, Ross
80
Pagano, Marco
79
Haucap, Justus
77
Hull, John
77
Longstaff, Francis A.
76
Goodhart, Charles A. E.
75
Schneider, Friedrich
75
Subrahmanyam, Avanidhar
73
Tirole, Jean
73
Caporale, Guglielmo Maria
71
McAleer, Michael
71
Aizenman, Joshua
69
Gambacorta, Leonardo
69
Rösch, Daniel
69
Jamasb, Tooraj
68
Menkhoff, Lukas
68
Pollitt, Michael G.
68
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Université Paris-Dauphine (Paris IX)
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Economics Papers from University Paris Dauphine
5
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
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4
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3
Annales d'économie et de statistique
2
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2
Princeton series in finance
2
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2
The journal of credit risk : published quarterly by Incisive Media
2
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1
CEA_372Cass working paper series
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of empirical finance
1
L' Actualité économique : revue trimest.
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
62
RePEc
8
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1
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
3
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
4
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
Saved in:
5
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
6
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10009753236
Saved in:
7
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:
8
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
Saved in:
9
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
10
La corrélation de migration : méthode d'estimation et application aux historiques de notation des entreprises françaises
Foulcher, S.
;
Gouriéroux, Christian
;
Tiomo, André
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 71-101
Persistent link: https://www.econbiz.de/10003510993
Saved in:
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