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person:"Monfort, Alain"
~person:"Fendel, Ralf"
~subject:"ARMA model"
~subject:"Geldpolitik"
~subject:"Portfolio-Management"
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ARMA model
Geldpolitik
Portfolio-Management
Yield curve
54
Zinsstruktur
54
Theorie
29
Theory
29
Credit risk
19
Kreditrisiko
19
Monetary policy
13
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9
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9
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Bank liquidity
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Bankenliquidität
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Derivat
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Monfort, Alain
Fendel, Ralf
Akram, Tanweer
40
Christensen, Jens H. E.
27
Rudebusch, Glenn D.
23
Cúrdia, Vasco
19
Woodford, Michael
19
Favero, Carlo A.
18
Friedman, Benjamin M.
17
Lemke, Wolfgang
17
Ehrmann, Michael
16
Fratzscher, Marcel
16
Kaminska, Iryna
15
Svensson, Lars E. O.
15
Taylor, John B.
15
Tristani, Oreste
15
Hördahl, Peter
14
Söderström, Ulf
14
Das, Anupam
13
Guidolin, Massimo
13
Kozicki, Sharon
13
Bauer, Michael D.
12
Gilchrist, Simon
12
Mumtaz, Haroon
12
Aksoy, Yunus
11
Basso, Henrique S.
11
Renne, Jean-Paul
11
Siklos, Pierre L.
11
Tinsley, Peter A.
11
Afonso, António
10
Altavilla, Carlo
10
Bordo, Michael D.
10
Campbell, John Y.
10
Chernov, Mikhail
10
Lenza, Michele
10
Li, Huiqing
10
López-Salido, José David
10
McCauley, Robert N.
10
Wright, Jonathan H.
10
Chadha, Jagjit
9
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Applied economics letters
3
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2
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1
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1
German economic review : GER
1
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1
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1
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ECONIS (ZBW)
20
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1
Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2019
-
This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
Saved in:
2
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:
3
ECB's communication and the yield curve : core versus periphery effects
Fendel, Ralf
;
Neugebauer, Frederik
;
Kilinc, Mustafa
- In:
Applied economics letters
28
(
2021
)
8
,
pp. 630-634
Persistent link: https://www.econbiz.de/10012501561
Saved in:
4
Country-specific euro area government bond yield reactions to ECB's non-standard monetary policy program announcements
Fendel, Ralf
;
Neugebauer, Frederik
- In:
German economic review : GER
21
(
2020
)
4
,
pp. 417-474
Persistent link: https://www.econbiz.de/10012319576
Saved in:
5
Towards a Joint Characterization of Monetary Policy and the Dynamics of the Term Structure of Interest Rates
Fendel, Ralf
-
2016
Persistent link: https://www.econbiz.de/10012991346
Saved in:
6
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
7
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
-
2013
Persistent link: https://www.econbiz.de/10009790707
Saved in:
8
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:
9
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
10
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
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