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person:"Monfort, Alain"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~person:"Peña Sánchez de Rivera, Juan Ignacio"
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Search: subject_exact:"Zinsstrukturkurve"
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Monfort, Alain
Collin-Dufresne, Pierre
Peña Sánchez de Rivera, Juan Ignacio
Chen, Tsung-kang
6
Liao, Hsien-hsing
6
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3
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Journal of banking & finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
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The journal of finance : the journal of the American Finance Association
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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ECONIS (ZBW)
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1
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
Saved in:
2
Systemic risk measures : the simpler the better?
Rodríguez-Moreno, María
;
Peña Sánchez de Rivera, …
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 1817-1831
Persistent link: https://www.econbiz.de/10009741912
Saved in:
3
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
Saved in:
4
Credit spreads : an empirical analysis on the informational content of stocks, bonds, and CDS
Forte, Santiago
;
Peña Sánchez de Rivera, Juan Ignacio
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2013-2025
Persistent link: https://www.econbiz.de/10003892177
Saved in:
5
Unspanned stochastic volatility and fixed income derivatives pricing
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Goldstein, Bob
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2723-2749
Persistent link: https://www.econbiz.de/10003121044
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