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subject:"Theory"
~person:"Gouriéroux, Christian"
~subject:"Kreditderivat"
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Search: subject_exact:"Internationale Zinsdifferenz"
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Theory
Kreditderivat
Yield curve
30
Zinsstruktur
30
Theorie
19
Credit risk
7
Kreditrisiko
7
Derivat
6
Derivative
6
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5
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5
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4
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term structure
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English
21
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Gouriéroux, Christian
Rudebusch, Glenn D.
55
Bekaert, Geert
35
Gollier, Christian
31
Chiarella, Carl
27
Christensen, Jens H. E.
27
Diebold, Francis X.
25
Jarrow, Robert A.
24
Monfort, Alain
24
Singleton, Kenneth J.
23
Tzavalis, Elias
20
Schlögl, Erik
19
Foresi, Silverio
18
Medvedev, Gennady
18
Meldrum, Andrew
18
Renne, Jean-Paul
18
Sandmann, Klaus
18
Goldstein, Robert S.
17
Orphanides, Athanasios
17
Collin-Dufresne, Pierre
16
Crump, Richard K.
16
Cúrdia, Vasco
16
Engstrom, Eric
16
Friedman, Benjamin M.
16
Joshi, Mark S.
16
Woodford, Michael
16
Balduzzi, Pierluigi
15
Lemke, Wolfgang
15
Mishkin, Frederic S.
15
Scaillet, Olivier
15
Uhrig-Homburg, Marliese
15
Wu, Jing Cynthia
15
Filipović, Damir
14
Hördahl, Peter
14
Mönch, Emanuel
14
Rebonato, Riccardo
14
Svensson, Lars E. O.
14
Andreasen, Martin Møller
13
Bacchetta, Philippe
13
Chen, Ren-Raw
13
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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
Annals of economics and statistics
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
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
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
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
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