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~person:"Gouriéroux, Christian"
~subject:"Corporate bond"
~subject:"Kreditrisiko"
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Search: subject_exact:"Zinsdifferenz"
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Corporate bond
Kreditrisiko
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19
Credit risk
7
Derivat
6
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Gouriéroux, Christian
Renne, Jean-Paul
23
Monfort, Alain
19
Goldstein, Robert S.
14
Takaoka, Sumiko
12
Duffie, Darrell
11
Okimoto, Tatsuyoshi
11
Valenzuela, Patricio
11
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11
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10
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10
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10
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10
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9
Chen, Tsung-Kang
9
Milbradt, Konstantin
9
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8
Chen, Hui
8
De Santis, Roberto A.
8
Dionne, Georges
8
Elkamhi, Redouane
8
Huang, Jing-Zhi
8
Lando, David
8
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8
Sum, Vichet
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7
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7
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7
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7
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
Annals of economics and statistics
1
Documents de travail / Banque de France
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ECONIS (ZBW)
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1
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
2
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
3
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:
4
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:
5
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
6
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
7
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
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