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Disastrous defaults
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Theorie
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113
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84
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Gouriéroux, Christian
433
Monfort, Alain
301
Renne, Jean-Paul
118
Monfort, A.
81
Jasiak, Joann
61
Pegoraro, Fulvio
58
Gourieroux, Christian
52
Gourieroux, C.
51
Gagliardini, Patrick
36
Mouabbi, Sarah
30
Darolles, Serge
28
Renault, Eric
22
Peaucelle, Irina
16
Broze, Laurence
15
Ghysels, Eric
15
Holly, Alberto
15
Scaillet, Olivier
15
Jardet, Caroline
14
Lu, Yang
14
Mésonnier, Jean-Stéphane
14
Renne, J-P.
14
Roussellet, Guillaume
14
Gouriéroux, C.
12
Sufana, Razvan
12
Szafarz, Ariane
12
Trognon, Alain
12
Bertholon, Henri
11
Billio, Monica
10
Pegoraro, F.
10
Clément, Emmanuelle
9
LeFol, Gaëlle
9
Borgy, Vladimir
8
Dubecq, Simon
8
Florens, Jean-Pierre
8
Laffont, Jean-Jacques
8
MONFORT, Alain
8
Rockinger, Michael
8
GOURIEROUX, Christian
7
Laurent, Jean-Paul
7
Pradel, Jacqueline
7
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
38
Banque de France
24
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14
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9
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
114
Journal of econometrics
45
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
38
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
37
Banque de France Working Paper
30
Documents de travail / Banque de France
26
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24
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Annales d'économie et de statistique
20
Série des documents de travail
17
Journal of Econometrics
16
Econometric theory
14
Economics Papers from University Paris Dauphine
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of banking & finance
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
L' Actualité économique : revue trimest.
10
Annales d'Economie et de Statistique
9
CEPREMAP Working Papers (Couverture Orange)
9
Economie & prévision : EP
9
Annals of economics and statistics
8
Econometric Theory
8
Journal of Financial Econometrics
8
Journal of empirical finance
8
L'Actualité Economique
7
Les notes d'études et de recherche : NER
7
Econometric reviews
6
Econometrica
6
Themes in modern econometrics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
ULB Institutional Repository
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Économie et Prévision
5
Annales de l'INSEE
4
CIRANO Working Papers
4
Economics letters
4
Journal de la Société de Statistique de Paris
4
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4
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ECONIS (ZBW)
528
RePEc
229
OLC EcoSci
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USB Cologne (EcoSocSci)
4
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10009753236
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
4
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10010200005
Saved in:
5
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010348574
Saved in:
6
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:
7
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:
8
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
10
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
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