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person:"Monfort, Alain"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
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Yield curve
3
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3
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2
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1
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1
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Monfort, Alain
Collin-Dufresne, Pierre
Chen, Tsung-kang
6
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6
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3
Cyree, Ken B.
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
7
The journal of finance : the journal of the American Finance Association
7
Banque de France Working Paper
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Dynamique des marchés financiers et prévisions
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Les notes d'études et de recherche : NER
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Netspar Discussion Paper
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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Review of finance : journal of the European Finance Association
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Staff reports / Federal Reserve Bank of New York
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Série des documents de travail
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The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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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
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:
3
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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