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~person:"Gouriéroux, Christian"
~subject:"Derivat"
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Derivat
Credit risk
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Gouriéroux, Christian
Brigo, Damiano
16
Capponi, Agostino
13
Crépey, Stéphane
12
Wang, Xingchun
12
Bielecki, Tomasz R.
10
Broll, Udo
10
Fabozzi, Frank J.
10
Pallavicini, Andrea
10
Rudolph, Bernd
9
Welzel, Peter
9
Calice, Giovanni
8
Lipton, Alexander
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Mayordomo, Sergio
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Wagner, Wolf
8
Cont, Rama
7
Gong, Feixue
7
Gündüz, Yalın
7
Phelan, Gregory
7
Schönbucher, Philipp J.
7
Bo, Lijun
6
Burghof, Hans-Peter
6
Choudhry, Moorad
6
Ioannidis, Christos
6
O'Kane, Dominic
6
Paddrik, Mark
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Stulz, René M.
6
Young, H. Peyton
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Acharya, Viral V.
5
Biais, Bruno
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Bomfim, Antúlio N.
5
Das, Sanjiv R.
5
Duffie, Darrell
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Gałkiewicz, Dominika
5
Gregory, Jon
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Heider, Florian
5
Henke, Sabine
5
Hoerova, Marie
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Härdle, Wolfgang
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The journal of credit risk : published quarterly by Incisive Media
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
3
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:
4
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
5
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:
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