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subject:"Theory"
~person:"Crump, Richard K."
~person:"Gouriéroux, Christian"
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Search: subject_exact:"Interest rate spread"
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Crump, Richard K.
Gouriéroux, Christian
Rudebusch, Glenn D.
18
Jarrow, Robert A.
17
Chen, Ren-Raw
12
Fabozzi, Frank J.
11
Monfort, Alain
11
Singleton, Kenneth J.
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9
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7
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7
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7
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7
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7
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7
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6
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6
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Le, Anh
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5
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5
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5
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5
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5
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
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2
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Dynamique des marchés financiers et prévisions
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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1
On the factor structure of bond returns
Crump, Richard K.
;
Gospodinov, Nikolaj
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 295-314
Persistent link: https://www.econbiz.de/10012821679
Saved in:
2
Fundamental disagreement
Andrade, Philippe
;
Crump, Richard K.
;
Eusepi, Stefano
; …
- In:
Journal of monetary economics
83
(
2016
),
pp. 106-128
Persistent link: https://www.econbiz.de/10011709501
Saved in:
3
Decomposing real and nominal yield curves
Abrahams, Michael
;
Adrian, Tobias
;
Crump, Richard K.
; …
- In:
Journal of monetary economics
84
(
2016
),
pp. 182-200
Persistent link: https://www.econbiz.de/10011709677
Saved in:
4
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:
5
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
6
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
7
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
8
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
9
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
Saved in:
10
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
- In:
Annales d'économie et de statistique
(
1995
),
pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
Saved in:
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