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person:"Monfort, Alain"
~accessRights:"restricted"
~subject:"Bankenliquidität"
~subject:"Portfolio-Management"
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Bankenliquidität
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Monfort, Alain
Koijen, Ralph S. J.
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
2
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
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