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person:"Monfort, Alain"
~person:"Kim, Don H."
~subject:"Kreditrisiko"
~subject:"Yield"
~type_genre:"Working Paper"
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Kreditrisiko
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9
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Monfort, Alain
Kim, Don H.
Renne, Jean-Paul
8
Cesa-Bianchi, Ambrogio
7
Caporale, Guglielmo Maria
6
Schönbucher, Philipp J.
6
Taylor, John B.
5
Afonso, António
4
Boyarchenko, Nina
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Duffie, Darrell
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Gilchrist, Simon
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Koopman, Siem Jan
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Nyborg, Kjell G.
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Van Landschoot, Astrid
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Wel, Michel van der
4
Anderson, Gareth
3
Beirne, John
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Bevilaqua, Julia
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Christiansen, Charlotte
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Creal, Drew
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Driessen, Joost
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Eguren-Martin, Fernando
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Fratzscher, Marcel
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Hofmann, Boris
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Marchesi, Silvia
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ECONIS (ZBW)
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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
Jumps in bond yields at known times
Kim, Don H.
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10011286165
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
4
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:
5
Credit and liquidity risks in euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381803
Saved in:
6
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
7
Jumps in bond yields at known times
Kim, Don H.
;
Wright, Jonathan H.
-
2014
Persistent link: https://www.econbiz.de/10010461270
Saved in:
8
Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009552659
Saved in:
9
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2010
Persistent link: https://www.econbiz.de/10009406550
Saved in:
10
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
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