//--> //--> //--> //-->
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
~subject:"Kreditrisiko"
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
Disastrous defaults
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Kreditrisiko
Theorie
273
Theory
273
Estimation theory
113
Schätztheorie
113
Yield curve
84
Zinsstruktur
84
Credit risk
55
Time series analysis
53
Zeitreihenanalyse
53
Estimation
45
Schätzung
45
Portfolio selection
40
Portfolio-Management
40
Risikoprämie
38
Risk premium
38
CAPM
37
EU countries
36
EU-Staaten
36
Euro area
34
Eurozone
33
Derivat
32
Derivative
32
Frankreich
29
Monetary policy
28
Volatility
27
Volatilität
27
France
26
Econometrics
25
Geldpolitik
25
Ökonometrie
25
Risikomaß
23
Risk measure
23
Risiko
22
Risk
22
Option pricing theory
21
Optionspreistheorie
21
Shock
21
Public bond
19
Schock
19
more ...
less ...
Online availability
All
Free
20
Undetermined
4
Type of publication
All
Book / Working Paper
29
Article
26
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Aufsatz im Buch
3
Book section
3
Lehrbuch
1
Rezension
1
Textbook
1
more ...
less ...
Language
All
English
53
French
2
Author
All
Monfort, Alain
34
Gouriéroux, Christian
32
Renne, Jean-Paul
28
Gagliardini, Patrick
8
Jasiak, Joann
6
Roussellet, Guillaume
5
Gourieroux, Christian
4
Pegoraro, Fulvio
4
Borgy, Vladimir
3
Dubecq, Simon
3
Laubach, Thomas
3
Mouabbi, Sarah
3
Mésonnier, Jean-Stéphane
3
Pallara, Kevin
2
Feng, D.
1
Foulcher, S.
1
Heam, J. C.
1
Lu, Yang
1
Polimenis, V.
1
Polimenis, Vassilis
1
Sherris, Michael
1
Sufana, Razvan
1
Tiomo, André
1
more ...
less ...
Institution
All
Swiss National Centre of Competence in Research North South <Bern>
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Documents de travail / Banque de France
6
Banque de France Working Paper
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of credit risk : published quarterly by Incisive Media
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Developments in macro-finance Yield curve modelling
1
FINRISK Working Paper Series
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of empirical finance
1
L' Actualité économique : revue trimest.
1
Paris December 2011 Finance Meeting EUROFIDAI - AFFI
1
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
1
Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
1
Research paper series / Swiss Finance Institute
1
Review of finance : journal of the European Finance Association
1
Swiss Finance Institute Research Paper
1
Série des documents de travail
1
Tools and techniques
1
Working Paper
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
USB Cologne (business full texts)
1
Showing
1
-
10
of
55
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10009753236
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
4
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10010200005
Saved in:
5
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
6
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:
7
Credit and liquidity risks in euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381803
Saved in:
8
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
9
Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009552659
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->