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A reexamination of the uncovered interest rate parity hypothesis
Frachot, Antoine - In: Journal of international money and finance 15 (1996) 3, pp. 419-437
Persistent link: https://www.econbiz.de/10001205675
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Factor models of domestic and foreign interest rates with stochastic volatilities
Frachot, Antoine - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10001185052
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Expectations hypothesis and stochastic volatilities
Frachot, Antoine; Lesne, Jean-Philippe - 1993
Persistent link: https://www.econbiz.de/10000878548
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On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole - In: Review of derivatives research 1 (1997) 4, pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
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L'économétrie des données individuelles : l'exemple des remboursements anticipés
Frachot, Antoine - In: Journal de la Société de Statistique de Paris 134 (1993) 1, pp. 65-72
Persistent link: https://www.econbiz.de/10001145384
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A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole; Frachot, Antoine; Geman, Hélyette - 1996
Persistent link: https://www.econbiz.de/10000936717
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L' économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine - In: Journal de la Société de Statistique de Paris 133 (1992) 4, pp. 53-64
Persistent link: https://www.econbiz.de/10001330880
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Modèles factoriels de la structure par termes des taux d'intérêt : théorie et application économétrique
Frachot, Antoine - In: Annales d'économie et de statistique (1995), pp. 11-36
Persistent link: https://www.econbiz.de/10001333821
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The properties of equally weighted risk contribution portfolios
Maillard, Sébastien; Roncalli, Thierry; Teïletche, … - In: The journal of portfolio management : a publication of … 36 (2009/10) 4, pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
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Technical note : dependence and two-asset options pricing
Rapuch, Grégory; Roncalli, Thierry - In: The journal of computational finance 7 (2004) 4, pp. 23-33
Persistent link: https://www.econbiz.de/10002126759