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~person:"Gouriéroux, Christian"
~subject:"Corporate bond"
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Corporate bond
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Gouriéroux, Christian
Gilchrist, Simon
12
Nozawa, Yoshio
11
Okimoto, Tatsuyoshi
11
Takaoka, Sumiko
11
Altman, Edward I.
10
Boyarchenko, Nina
9
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9
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Shachar, Or
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6
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ECONIS (ZBW)
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1
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:
2
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:
3
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
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