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isPartOf:"Finance : revue de l'Association Française de Finance"
~subject:"Arbitrage"
~subject:"Theory"
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Finance : revue de l'Association Française de Finance
NBER working paper series
101
Working paper / National Bureau of Economic Research, Inc.
96
NBER Working Paper
84
Journal of banking & finance
79
The journal of fixed income
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
International journal of theoretical and applied finance
52
Journal of financial economics
51
Working paper
44
Discussion paper / Centre for Economic Policy Research
43
The review of financial studies
42
Economics letters
40
The journal of finance : the journal of the American Finance Association
40
Journal of economic dynamics & control
39
Finance and stochastics
38
Journal of money, credit and banking : JMCB
36
Finance and economics discussion series
32
Journal of empirical finance
31
Journal of financial and quantitative analysis : JFQA
31
Working paper series / European Central Bank
31
Journal of international money and finance
29
Applied mathematical finance
27
Journal of monetary economics
27
Discussion papers / CEPR
25
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Working papers series / Federal Reserve Bank of San Francisco
24
Finance research letters
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Journal of econometrics
23
IMF working papers
22
Staff reports / Federal Reserve Bank of New York
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21
International review of economics & finance : IREF
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
The European journal of finance
21
CESifo working papers
19
CREATES research paper
17
ECB Working Paper
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Economic modelling
17
International review of financial analysis
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1
Development of a shadow rating model
Estran, Rémy
;
Fabritus, Victor-Manuel de
;
Souchaud, Antoine
- In:
Finance : revue de l'Association Française de Finance
44
(
2023
)
2
,
pp. 112-148
Persistent link: https://www.econbiz.de/10014253460
Saved in:
2
Hyperbolic or exponential time discounting function? : empirical evidence using a conditional consumption capital asset pricing model
La Bruslerie, Hubert de
;
Coën, Alain
- In:
Finance : revue de l'Association Française de Finance
42
(
2021
)
2
,
pp. 7-37
Persistent link: https://www.econbiz.de/10012627873
Saved in:
3
Bond prices, yield spreads, and optimal capital structure with default risk
Leland, Hayne Ellis
- In:
Finance : revue de l'Association Française de Finance
40
(
2019
)
3
,
pp. 45-75
Persistent link: https://www.econbiz.de/10012154168
Saved in:
4
Choix de la moins chère à livrer : un raccourci utile
Lacoste, Vincent
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 77-92
Persistent link: https://www.econbiz.de/10001782547
Saved in:
5
Evaluation de quelques instruments quantos
Bensaïd, Bernard
;
Bottazzi, Jean-Marc
- In:
Finance : revue de l'Association Française de Finance
22
(
2001
)
2
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001626667
Saved in:
6
Corporate bond yield spreads and the term structure
Anderson, Ronald W.
;
Pan, Yonghua
;
Sundaresan, Suresh M.
- In:
Finance : revue de l'Association Française de Finance
21
(
2000
)
2
,
pp. 15-37
Persistent link: https://www.econbiz.de/10001559693
Saved in:
7
Yield option pricing in the generalized Cox-Ingersoll-Ross model
Deelstra, Griselda
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 169-183
Persistent link: https://www.econbiz.de/10001544353
Saved in:
8
Modélisation FIGARCH appliquée à l'analyse de la structure par terme des taux d'intérêt
Lardic, Sandrine
;
Mignon, Valérie
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10001475134
Saved in:
9
Estimation of a linear Gaussian model
Danesi, Vladimir
;
Genon-Catalot, Valentine
;
Laurent, …
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 41-69
Persistent link: https://www.econbiz.de/10001476773
Saved in:
10
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
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