//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Jondeau, Eric"
~person:"Meldrum, Andrew"
~person:"Monfort, Alain"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Zinskurve"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Corporate bond
1
Credit rating
1
Credit risk
1
Kreditrisiko
1
Kreditwürdigkeit
1
Portfolio selection
1
Portfolio-Management
1
Risikoprämie
1
Risk premium
1
Theorie
1
Theory
1
Unternehmensanleihe
1
Yield curve
1
Zinsstruktur
1
affine credit risk model
1
contagion
1
credit-event risk
1
gamma-zero distribution
1
no-jump condition
1
sovereign credit risk and exchange rates
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Jondeau, Eric
Meldrum, Andrew
Monfort, Alain
Buraschi, Andrea
2
Christoffersen, Peter F.
2
Elkamhi, Redouane
2
Feunou, Bruno
2
Fontaine, Jean-Sébastien
2
Jacobs, Kris
2
Joslin, Scott
2
Le, Anh
2
Renne, Jean-Paul
2
Zhou, Guofu
2
Augustin, Patrick
1
Barillas, Francisco
1
Bartov, Eli
1
Benzoni, Luca
1
Berardi, Andrea
1
Beveridge, Christopher
1
Bikbov, Ruslan
1
Boudoukh, Jacob
1
Chabi-Yo, Fousseni
1
Chen, Xuanjuan
1
Chernov, Mikhail
1
Christensen, Jens H. E.
1
Chun, Albert Lee
1
Colacito, Riccardo
1
Dorion, Christian
1
Doshi, Hitesh
1
Du, Du
1
Duarte, Diogo
1
Dubiel-Teleszynski, Tomasz
1
Faurel, Lucile
1
Gargano, Antonio
1
Garlappi, Lorenzo
1
Goldstein, Robert S.
1
Han, Bing
1
Han, Song
1
Hasler, Michael
1
Heath, Davidson
1
Hsu, Alex
1
Huang, Jing-Zhi
1
Illeditsch, Philipp Karl
1
more ...
less ...
Published in...
All
Management science : journal of the Institute for Operations Research and the Management Sciences
Banque de France Working Paper
14
Bank of England Working Paper
8
Notes d'études et de recherche : NER
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Documents de travail / Banque de France
7
Staff working papers / Bank of England
6
Annales d'économie et de statistique
4
Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Finance and economics discussion series
3
Journal of econometrics
3
Working papers / Bank of England
3
CREATES research paper
2
FEDS Notes
2
FEDS Working Paper
2
Journal of international money and finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Developments in macro-finance Yield curve modelling
1
Document de travail / F / Groupe Caisse des Dépôts, Service des Etudes Economiques et Financières
1
Dynamique des marchés financiers et prévisions
1
Economie & prévision : EP
1
Finance : revue de l'Association Française de Finance
1
International journal of finance & economics : IJFE
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Les notes d'études et de recherche : NER
1
Oxford bulletin of economics and statistics
1
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
1
Review of finance : journal of the European Finance Association
1
Série des documents de travail
1
The determination of long-term interest rates and exchange rates and the role of expectations
1
The journal of asset management
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
Zero-coupon yield curves : technical documentation
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->