//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
No-Arbitrage Near-Cointegrated...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
18
Language
All
Undetermined
14
English
4
Author
All
Monfort, Alain
12
Jardet, Caroline
8
Gourieroux, Christian
4
Idier, Julien
3
Pegoraro, Fulvio
3
de Loubens, Aymeric
2
Avouyi-Dovi, Sanvi
1
Clement, Emmanuelle
1
Fol, Gae͏̈lle le
1
Féron, Olivier
1
Gouriéroux, Christian
1
Holly, Alberto
1
Rockinger, Michael
1
more ...
less ...
Published in...
All
Annales d'économie et de statistique
2
Econometric theory
2
Economie & prévision : EP
2
Financial stability review : FSR
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of international money and finance
2
Economic modelling
1
Review of derivatives research
1
The journal of asset management
1
The journal of credit risk : published quarterly by Incisive Media
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
243
RePEc
92
USB Cologne (business full texts)
2
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Taking into account extreme events in European option pricing
Idier, Julien
;
Jardet, Caroline
;
Fol, Gae͏̈lle le
; …
- In:
Financial stability review : FSR
12
(
2008
),
pp. 39-51
Persistent link: https://www.econbiz.de/10009921073
Saved in:
2
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:
3
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:
4
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée
Idier, Julien
;
Jardet, Caroline
;
de Loubens, Aymeric
- In:
Economie & prévision : EP
(
2008
)
185
,
pp. 13-32
Persistent link: https://www.econbiz.de/10008163902
Saved in:
5
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée
Idier, Julien
;
Jardet, Caroline
;
de Loubens, Aymeric
- In:
Economie & prévision : EP
185
(
2008
)
4
,
pp. 13-33
Persistent link: https://www.econbiz.de/10008709146
Saved in:
6
Microstructure of financial and money markets : lessons learned from the conference held in Paris on 6 and 7 June 2006
Avouyi-Dovi, Sanvi
;
Jardet, Caroline
- In:
Financial stability review : FSR
9
(
2006
),
pp. 105-116
Persistent link: https://www.econbiz.de/10009921036
Saved in:
7
Why did the term structure of interest rates lose its predictive power?
Jardet, Caroline
- In:
Economic modelling
21
(
2004
)
3
,
pp. 509-524
Persistent link: https://www.econbiz.de/10006247881
Saved in:
8
Term structure anomalies: Term premium or peso-problem?
Jardet, Caroline
- In:
Journal of international money and finance
27
(
2008
)
4
,
pp. 592-608
Persistent link: https://www.econbiz.de/10008050808
Saved in:
9
Term structure anomalies: Term premium or peso-problem?
Jardet, Caroline
- In:
Journal of international money and finance
27
(
2008
)
4
,
pp. 592-609
Persistent link: https://www.econbiz.de/10008878038
Saved in:
10
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10009871020
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->