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~isPartOf:"Documents de travail / Banque de France"
~person:"Cahuc, Pierre"
~person:"Pegoraro, Fulvio"
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Cahuc, Pierre
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Specification analysis of international treasury yield curve factors
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438246
Saved in:
2
International yield curves and principal components selection techniques : an empirical assessment
Pegoraro, Fulvio
;
Siegel, Andrew F.
;
Tiozzo 'Pezzoli, Luca
-
2014
Persistent link: https://www.econbiz.de/10010438249
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
Staying at zero with affine processes : an application to term structure modelling
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2015
Persistent link: https://www.econbiz.de/10011305204
Saved in:
5
Asset pricing with Second-Order Esscher Transforms
Monfort, Alain
;
Pegoraro, Fulvio
-
2012
Persistent link: https://www.econbiz.de/10009663960
Saved in:
6
Produce or speculate? : Asset bubbles, occupational choice and efficiency
Cahuc, Pierre
;
Challe, Edouard
-
2010
Persistent link: https://www.econbiz.de/10009381127
Saved in:
7
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882004
Saved in:
8
New information response functions
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2009
Persistent link: https://www.econbiz.de/10003882012
Saved in:
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