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~subject:"Yield curve"
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Yield curve
Theorie
251
Theory
251
Estimation theory
113
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113
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61
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51
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51
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61
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Monfort, Alain
44
Gouriéroux, Christian
30
Renne, Jean-Paul
21
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18
Roussellet, Guillaume
9
Sufana, Razvan
6
Dubecq, Simon
5
Scaillet, Olivier
5
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4
Lu, Yang
3
Clément, Emmanuelle
2
Polimenis, Vassilis
2
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
15
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8
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6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
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3
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2
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Developments in macro-finance Yield curve modelling
1
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1
Dynamique des marchés financiers et prévisions
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Finance : revue de l'Association Française de Finance
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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ECONIS (ZBW)
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Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
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2
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
- In:
Annales d'économie et de statistique
(
1995
),
pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
Saved in:
3
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
4
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:
5
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
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6
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
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7
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
8
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:
9
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
10
Affine term structure models
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2002
Persistent link: https://www.econbiz.de/10001742490
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