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Assessing GMM estimates of the federal reserve reaction
Florens, Clémentine; Jondeau, Eric; Le Bihan, Hervé - 2001
Persistent link: https://www.econbiz.de/10001575972
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Le contenu en information de la pente des taux : application au cas des titres publics français
Jondeau, Eric; Ricart, Roland - In: Economie & prévision : EP (1999) 4/5, pp. 1-20
Persistent link: https://www.econbiz.de/10001490852
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Does correlation between stock returns really increase during turbulent period?
Chesnay, François; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001496182
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Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine; Jondeau, Eric - In: Oxford bulletin of economics and statistics 61 (1999) 4, pp. 545-568
Persistent link: https://www.econbiz.de/10001437430
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Entropy densities
Rockinger, Michael; Jondeau, Eric - 2000
Persistent link: https://www.econbiz.de/10001526535
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Conditional volatility, skewness and kurtosis : existence and persistence
Jondeau, Eric; Rockinger, Michael - 2000
Persistent link: https://www.econbiz.de/10001526562
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Reading the smile: the message conveyed by methods which infer risk neutral densities
Jondeau, Eric; Rockinger, Michael - In: Journal of international money and finance 19 (2000) 6, pp. 885-915
Persistent link: https://www.econbiz.de/10001527355
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Entropy densities : with an application to autoregressive conditional skewness and kurtosis
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001539613
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Comparaison de méthodes d'extraction d'information à partir d'options de change : le cas du Franc-Deutschemark
Jondeau, Eric; Rockinger, Michael - In: Finance : revue de l'Association Française de Finance 20 (1999) 1, pp. 23-60
Persistent link: https://www.econbiz.de/10001475125
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Evaluating monetary policy rules in estimated forward-looking models : a comparison of US and German monetary policies
Jondeau, Eric; Le Bihan, Hervé - 2000
Persistent link: https://www.econbiz.de/10001517983