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Systemic risk in Europe

Jondeau, Eric; Rockinger, Michael - In: Global credit review 3 (2013), pp. 1-6

Persistent link: https://www.econbiz.de/10009774864

Conditional dependency of financial series : an application of copulas

Rockinger, Michael; Jondeau, Eric - 2001

Persistent link: https://www.econbiz.de/10001575962

La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise?

Jondeau, Eric - In: Annales d'économie et de statistique (2001), pp. 139-174

Persistent link: https://www.econbiz.de/10001612477

La mesure du ratio rendement-risque à partir du marché des euro-devises

Jondeau, Eric - In: Finance : revue de l'Association Française de Finance 21 (2000) 1, pp. 35-59

Persistent link: https://www.econbiz.de/10001544135

Représentation VAR et test de la théorie des anticipations de la structure par terme

Jondeau, Eric - 1997

Persistent link: https://www.econbiz.de/10000968630

La mesure du ratio rendement-risque à partir du marché des euro-devises

Jondeau, Eric - 1999

Persistent link: https://www.econbiz.de/10001363747

Testing heterogeneity within the euro area

Jondeau, Eric (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003591210

Optimal monetary policy in an estimated DSGE model of the euro area with cross-country heterogeneity

Jondeau, Eric; Sahuc, Jean-Guillaume - 2007 - This version Nov. 2007

This paper investigates the implications of cross-country heterogeneity within the euro area for the design of optimal monetary policy. We build an optimizing-based multi-country model (MCM) describing the euro area in which dicurren;erences between structural parameters across countries are...

Persistent link: https://www.econbiz.de/10003961069

Testing heterogeneity within the euro area

Jondeau, Eric; Sahuc, Jean-Guillaume - In: Economics letters 99 (2008) 1, pp. 192-196

Persistent link: https://www.econbiz.de/10003723310

Optimal monetary policy in an estimated DSGE model of the euro area with cross-country heterogeneity

Jondeau, Eric (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003350323