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A Model of the Euro-Area Yield...
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Yield curve
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Renne, Jean-Paul
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Monfort, Alain
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Banque de France Working Paper
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Quels sont les enjeux, en termes de coût et de risque, de la gestion active de la durée de vie moyenne de la dette?
Renne, Jean-Paul
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003591047
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2
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
-
2012
Persistent link: https://www.econbiz.de/10009663966
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3
Using policy intervention to identify financial stress : comment
Renne, Jean-Paul
- In:
International journal of finance & economics : IJFE
19
(
2014
)
1
,
pp. 73
Persistent link: https://www.econbiz.de/10010472055
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4
What are the consequences of active management of average debt maturity in terms of cost and risk?
Renne, Jean-Paul
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003802819
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5
Réformes fiscales dans un modèle DSGE France en économie ouverte
Coupet, Maylis
- In:
Economie & prévision : EP
183/184
(
2008
)
2/3
,
pp. 199-222
Persistent link: https://www.econbiz.de/10003739020
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6
Does uncertainty make a time-varying natural rate of interest irrelevant for the conduct of monetary policy?
Mésonnier, Jean-Stéphane
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003591192
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7
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2015
Persistent link: https://www.econbiz.de/10011305204
Saved in:
8
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
9
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:
10
Compound autoregressive processes and defaultable bond pricing
Monfort, Alain
;
Renne, Jean-Paul
- In:
Developments in macro-finance Yield curve modelling
,
(pp. 141-168)
.
2014
Persistent link: https://www.econbiz.de/10010254023
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