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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Favero, Carlo A."
~person:"Monfort, Alain"
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Favero, Carlo A.
Monfort, Alain
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3
Gouriéroux, Christian
3
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2
Renne, Jean-Paul
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Centre for Economic Policy Research
11
Working papers / Innocenzo Gasparini Institute for Economic Research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
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Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
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Review of finance : journal of the European Finance Association
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The GVAR handbook : structure and applications of a macro model of the global economy for policy analysis
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1
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:
2
Default, liquidity, and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 221-262
Persistent link: https://www.econbiz.de/10009745893
Saved in:
3
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
4
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:
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