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~person:"Monfort, Alain"
~subject:"Geldpolitik"
~subject:"VAR model"
~type_genre:"Article in journal"
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Geldpolitik
VAR model
Yield curve
16
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7
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Monfort, Alain
Akram, Tanweer
16
Christensen, Jens H. E.
8
Rudebusch, Glenn D.
8
Das, Anupam
6
Fendel, Ralf
6
Bauer, Michael D.
5
Favero, Carlo A.
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Ito, Takayasu
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Kozicki, Sharon
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4
Jardet, Caroline
4
Jarrow, Robert A.
4
Kaminska, Iryna
4
López, José A.
4
Moessner, Richhild
4
Pedio, Manuela
4
Renne, Jean-Paul
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Svensson, Lars E. O.
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Söderström, Ulf
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Grisse, Christian
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Gros, Daniel
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Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
- In:
Journal of banking & finance
68
(
2016
),
pp. 29-46
Persistent link: https://www.econbiz.de/10011634788
Saved in:
2
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:
3
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 389-402
Persistent link: https://www.econbiz.de/10009705647
Saved in:
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