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~subject:"Yield curve"
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Yield curve
Theorie
427
Theory
424
Estimation theory
186
Schätztheorie
186
Time series analysis
127
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127
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94
Volatilität
92
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83
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82
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81
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66
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Derivative
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Kapitaleinkommen
37
Method of moments
35
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35
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33
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66
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Monfort, Alain
44
Gouriéroux, Christian
30
Renne, Jean-Paul
21
Pegoraro, Fulvio
18
Roussellet, Guillaume
9
Sufana, Razvan
6
Dubecq, Simon
5
Scaillet, Olivier
5
Ghysels, Eric
4
Jardet, Caroline
4
Horan, Casidhe
3
Lu, Yang
3
Clément, Emmanuelle
2
Mönch, Emanuel
2
Polimenis, Vassilis
2
Dubec, Simon
1
Gagliardini, Patrick
1
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1
Moench, Emanuel
1
Monfort, A.
1
Ng, Serena
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Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Documents de travail / Banque de France
8
Banque de France Working Paper
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of econometrics
3
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Developments in macro-finance Yield curve modelling
1
Discussion paper
1
Dynamique des marchés financiers et prévisions
1
FRB of New York Staff Report
1
Finance : revue de l'Association Française de Finance
1
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1
Journal of economic dynamics & control
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1
Journal of international money and finance
1
Les notes d'études et de recherche : NER
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
1
Review of finance : journal of the European Finance Association
1
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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
Saved in:
2
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
3
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
4
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
5
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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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