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person:"Cornet, Bernard"
~person:"Rudebusch, Glenn D."
~subject:"Arbitrage Pricing"
~type_genre:"Article in journal"
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Arbitrage Pricing
Arbitrage pricing
6
Theorie
6
Theory
6
Incomplete market
3
Unvollkommener Markt
3
Yield curve
3
Zinsstruktur
3
Asymmetric information
2
Asymmetrische Information
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Allgemeines Gleichgewicht
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Anleihe
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Bond
1
Capital income
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Central bank
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Forecast
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General equilibrium
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Kapitaleinkommen
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Article
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Article in journal
Arbeitspapier
10
Graue Literatur
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Aufsatz in Zeitschrift
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English
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Cornet, Bernard
Rudebusch, Glenn D.
Kabanov, Jurij M.
8
Fletcher, Jonathan
7
Le Van, Cuong
7
Rásonyi, Miklós
7
Page, Frank H.
5
Hahn, Guangsug
4
Jarrow, Robert A.
4
Jouini, Elyès
4
Napp, Clotilde
4
Perez-Ostafe, Lavinia
4
Wooders, Myrna Holtz
4
Barbachan, José Santiago Fajardo
3
Boisdeffre, Lionel de
3
Burzoni, Matteo
3
Cordero, Fernando
3
Faff, Robert W.
3
Fontana, Claudio
3
Kardaras, Constantinos
3
Khan, Ali
3
Maggis, Marco
3
Priestley, Richard
3
Schachermayer, Walter
3
Sun, Yeneng
3
Won, Dongchul
3
Abreu, Dilip
2
Allouch, Nizar
2
Alp, Ozge Sezgin
2
Antoniou, Antonios
2
Baker, Malcolm
2
Başak, Suleyman
2
Beaulieu, Marie-Claude
2
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Björk, Tomas
2
Bouchard, Bruno
2
Brunnermeier, Markus Konrad
2
Carr, Peter
2
Carvajal, Andrés
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Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Journal of econometrics
1
Journal of mathematical economics
1
Monetary and economic studies
1
The econometrics journal
1
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ECONIS (ZBW)
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1
The affine arbitrage-free class of Nelson-Siegel term structure models
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 4-20
Persistent link: https://www.econbiz.de/10009270418
Saved in:
2
Arbitrage and equilibrium with portfolio contraints
Cornet, Bernard
;
Gopalan, Ramu
- In:
Economic theory : official journal of the Society for …
45
(
2010
)
1/2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10008655604
Saved in:
3
An arbitrage-free generalized Nelson-Siegel term structure model
Christensen, Jens H. E.
;
Diebold, Francis X.
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 33-64
Persistent link: https://www.econbiz.de/10003948816
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4
Elimination of arbitrage states in asymmetric information models
Cornet, Bernard
;
Boisdeffre, Lionel de
- In:
Economic theory : official journal of the Society for …
38
(
2009
)
2
,
pp. 287-293
Persistent link: https://www.econbiz.de/10003783133
Saved in:
5
The bond yield "conundrum" from a macro-finance perspective
Rudebusch, Glenn D.
;
Swanson, Eric T.
;
Wu, Tao
- In:
Monetary and economic studies
24
(
2006
),
pp. 83-109
Persistent link: https://www.econbiz.de/10003399002
Saved in:
6
Arbitrage and price revelation with asymmetric information and incomplete markets
Cornet, Bernard
;
Boisdeffre, Lionel de
- In:
Journal of mathematical economics
38
(
2002
)
4
,
pp. 393-410
Persistent link: https://www.econbiz.de/10001717140
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