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subject:"Theory"
~person:"Gouriéroux, Christian"
~subject:"Volatilität"
~subject:"Zinsderivat"
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Search: subject_exact:"Interest rate spread"
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Zinsderivat
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19
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7
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Gouriéroux, Christian
Rudebusch, Glenn D.
56
Bekaert, Geert
36
Chiarella, Carl
33
Gollier, Christian
31
Christensen, Jens H. E.
26
Joshi, Mark S.
26
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26
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25
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24
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23
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23
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23
Collin-Dufresne, Pierre
21
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20
Sandmann, Klaus
20
Tzavalis, Elias
20
Wu, Jing Cynthia
20
Filipović, Damir
18
Foresi, Silverio
18
Friedman, Benjamin M.
18
Medvedev, Gennady
18
Meldrum, Andrew
18
Söderström, Ulf
18
Renne, Jean-Paul
17
Scaillet, Olivier
17
Akram, Tanweer
16
Crump, Richard K.
16
Cúrdia, Vasco
16
Engstrom, Eric
16
Orphanides, Athanasios
16
Schwartz, Eduardo S.
16
Uhrig-Homburg, Marliese
16
Woodford, Michael
16
Fabozzi, Frank J.
15
Hördahl, Peter
15
Jacobs, Kris
15
Lemke, Wolfgang
15
Mishkin, Frederic S.
15
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15
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8
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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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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
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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
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
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
1
2
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