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~person:"Gong, Feixue"
~person:"Gouriéroux, Christian"
~subject:"CAPM"
~subject:"Risikoprämie"
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11
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11
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7
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Gong, Feixue
Gouriéroux, Christian
Augustin, Patrick
12
Zhu, Haibin
10
Aizenman, Joshua
8
Jiang, Wei
8
Zhou, Hao
8
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7
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7
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Serrano, Pedro
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Benzoni, Luca
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Williams College Economics Department working paper series
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Economic theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory
75
(
2023
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
Saved in:
3
Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: July 31, 2019
Persistent link: https://www.econbiz.de/10012116220
Saved in:
4
Debt collateralization, structured finance, and the CDS basis
Gong, Feixue
;
Phelan, Gregory
-
2019
-
This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
Saved in:
5
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
6
Debt collateralization, capital structure, and maximal leverage
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory : official journal of the Society for …
70
(
2020
)
2
,
pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
Saved in:
7
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
8
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:
9
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
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