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~isPartOf:"Les notes d'études et de recherche : NER"
~person:"Lustig, Hanno"
~person:"Monfort, Alain"
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Search: subject_exact:"Zinsdifferenz"
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Yield curve
2
Zinsstruktur
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ARMA model
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Exchange rate risk
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Lustig, Hanno
Monfort, Alain
Jardet, Caroline
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Les notes d'études et de recherche : NER
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
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Banque de France Working Paper
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NBER working paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
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The cross-section of foreign currency risk premia and consumption growth risk
Lustig, Hanno
(
contributor
);
Verdelhan, Adrien
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003379661
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