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Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian; Heam, Jean-Cyprian; Monfort, Alain - 2013
Persistent link: https://www.econbiz.de/10009753234
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Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul - 2013
Persistent link: https://www.econbiz.de/10009753236
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Bilateral exposures and systemic solvency risk
Gouriéroux, Christian; Héam, J.-C.; Monfort, Alain - In: The Canadian journal of economics 45 (2012) 4, pp. 1273-1309
Persistent link: https://www.econbiz.de/10009689586
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The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian; Monfort, Alain; Ghysels, Eric - In: Econometric theory 28 (2012) 4, pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
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Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian; Jasiak, Joann - In: Uncertainty analysis in econometrics with applications …, (pp. 91-118). 2013
Persistent link: https://www.econbiz.de/10009711160
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Bilateral exposures and systemic solvency risk
Gouriéroux, Christian; Heam, Jean-Cyprien; Monfort, Alain - 2012
Persistent link: https://www.econbiz.de/10009714009
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A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon; Gouriéroux, Christian - 2010
Persistent link: https://www.econbiz.de/10009406003
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Allocating systematic and unsystematic risks in a regulatory perspective
Gouriéroux, Christian; Monfort, Alain - 2011
Persistent link: https://www.econbiz.de/10009406397
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An analysis of the ultra long-term yields
Dubecq, Simon; Gouriéroux, Christian - 2010
Persistent link: https://www.econbiz.de/10009406547
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Granularity theory with application to finance and insurance
Gouriéroux, Christian; Gagliardini, Patrick - 2011
Persistent link: https://www.econbiz.de/10009412290