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An Analysis of the Real Intere...
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128
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46
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39
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34
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33
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RePEc
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1
An analysis of Real Interest Rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005729574
Saved in:
2
An analysis of the real interest rate under regime shifts
Garcia, René
;
Perron, Pierre
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809705
Saved in:
3
An analysis of the real interest rate under regime shifts
Garcia, René
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10001202955
Saved in:
4
An analysis of Real Interest Rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Département de Sciences Économiques, Université de …
-
1991
Persistent link: https://www.econbiz.de/10005353272
Saved in:
5
AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS.
GARCIA, R.
;
PERRON, P.
-
Econometrics Research Program, Department of Economics
-
1990
Persistent link: https://www.econbiz.de/10005776006
Saved in:
6
An Analysis of the Real Interest rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Département de Sciences Économiques, Université de …
-
1994
Persistent link: https://www.econbiz.de/10005170713
Saved in:
7
Asymmetric Smiles, Leverage Effects and Structural Parameters.
Garcia, R.
;
Luger, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
In this paper, we characterize the asymmetric of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework.
Persistent link: https://www.econbiz.de/10005346027
Saved in:
8
Empirical Assessment of an Intertemporal option Pricing Model with Latent variables.
Garcia, R.
;
Luger, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
This assesses the empirical performance of an intertemporal option pricing model with latent variables with generalized the Hull-White stochastic volatility formula.
Persistent link: https://www.econbiz.de/10005346028
Saved in:
9
Letent Variable Models for Stochastic Discount Factors.
Garcia, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2000
In this paper, we provided a unifying analysis of latent variable models in finance through the concept of stochastic discount factor (SDF).
Persistent link: https://www.econbiz.de/10005353040
Saved in:
10
Indexation, Staggering and Disinflation.
Garcia, R.
;
Bonomo, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005353064
Saved in:
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