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A Model of the Euro-Area Yield...
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Yield curve
Zinsstruktur
38
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Öffentliche Anleihe
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Renne, Jean-Paul
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Monfort, Alain
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Roussellet, Guillaume
9
Pegoraro, Fulvio
8
Borgy, Vladimir
3
Dubecq, Simon
3
Gouriéroux, Christian
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Laubach, Thomas
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Mésonnier, Jean-Stéphane
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
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Developments in macro-finance Yield curve modelling
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European journal of operational research : EJOR
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Paris December 2011 Finance Meeting EUROFIDAI - AFFI
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Frequency-domain analysis of debt service in a macro-finance model for the euro area
Renne, Jean-Paul
-
2009
Persistent link: https://www.econbiz.de/10003910283
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2
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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3
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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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
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10011650234
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6
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439789
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
Fiscal sustainability, default risk and euro area sovereign bond spreads
Borgy, Vladimir
;
Laubach, Thomas
;
Mésonnier, Jean-Stéphane
-
2011
Persistent link: https://www.econbiz.de/10009381809
Saved in:
9
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
10
Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009552659
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