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subject:"Theory"
~person:"Gouriéroux, Christian"
~subject:"CAPM"
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Search: subject_exact:"Internationale Zinsdifferenz"
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30
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30
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19
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7
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7
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6
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term structure
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21
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Gouriéroux, Christian
Rudebusch, Glenn D.
56
Bekaert, Geert
36
Christensen, Jens H. E.
36
Gollier, Christian
31
Diebold, Francis X.
25
Jarrow, Robert A.
24
Monfort, Alain
24
Chiarella, Carl
23
Singleton, Kenneth J.
22
Foresi, Silverio
21
Sandmann, Klaus
20
Tzavalis, Elias
20
Meldrum, Andrew
19
Schlögl, Erik
19
Medvedev, Gennady
18
Crump, Richard K.
17
Orphanides, Athanasios
17
Renne, Jean-Paul
17
Cúrdia, Vasco
16
Durham, J. Benson
16
Engstrom, Eric
16
Friedman, Benjamin M.
16
Goldstein, Robert S.
16
Hördahl, Peter
16
Joshi, Mark S.
16
Lemke, Wolfgang
16
Rebonato, Riccardo
16
Woodford, Michael
16
Andreasen, Martin Møller
15
Collin-Dufresne, Pierre
15
Mishkin, Frederic S.
15
Mönch, Emanuel
15
Scaillet, Olivier
15
Uhrig-Homburg, Marliese
15
Wu, Jing Cynthia
15
Bacchetta, Philippe
14
Backus, David
14
Filipović, Damir
14
Svensson, Lars E. O.
14
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Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Documents de travail / Banque de France
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Annales d'économie et de statistique
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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Dynamique des marchés financiers et prévisions
1
Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
21
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1
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
2
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
3
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:
4
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:
5
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:
6
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:
7
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, A.
;
Sufana, Razvan
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1727-1751
Persistent link: https://www.econbiz.de/10009239629
Saved in:
8
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
Saved in:
9
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:
10
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
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