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ECONIS (ZBW)
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1
Lost in negative territory? : search for yield!
Girotti, Mattia
;
Horny, Guillaume
;
Sahuc, Jean-Guillaume
-
2022
Persistent link: https://www.econbiz.de/10013263471
Saved in:
2
Taming debt: can GDP-linked bonds do the trick?
Mouabbi, Sarah
;
Renne, Jean-Paul
;
Sahuc, Jean-Guillaume
-
2020
Persistent link: https://www.econbiz.de/10012242244
Saved in:
3
A simple unit root test consistent against any stationary alternative
Bec, Frédérique
;
Guay, Alain
-
2020
Persistent link: https://www.econbiz.de/10012319299
Saved in:
4
Term structure of bank flows to emerging countries : what effects of short vs. long-term regulatory arbitrage are?
Hellou, Samira
-
2018
Persistent link: https://www.econbiz.de/10012240500
Saved in:
5
Term structure of interest rates : modelling the risk premium using a two horizons framework
Prat, Georges
;
Uctum, Remzi
-
2018
Persistent link: https://www.econbiz.de/10012240502
Saved in:
6
The effect of non-resident investments on the French sovereign spread
Bui Quang, Pierre
-
2018
Persistent link: https://www.econbiz.de/10012241052
Saved in:
7
Environmental, Social and Governance (ESG) performance and sovereign bond spreads : an empirical analysis of OECD countries
Capelle-Blancard, Gunther
;
Crifo, Patricia
;
Oueghlissi, Rim
-
2017
Persistent link: https://www.econbiz.de/10011738085
Saved in:
8
Introducing global term structure in a risk parity framework
Stagnol, Lauren
-
2017
Persistent link: https://www.econbiz.de/10011738994
Saved in:
9
Which combination of fiscal and external imbalances to determine the long-run dynamics of sovereign bond yields?
BenSalem, Mélika
;
Castelletti-Font, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011646810
Saved in:
10
UK term structure decompositions at the zero lower bound
Carriero, Andrea
;
Mouabbi, Sarah
;
Vangelista, Elisabetta
-
2016
Persistent link: https://www.econbiz.de/10011566832
Saved in:
11
Sovereign spreads in emerging economies : do natural resources matter?
Dauvin, Magali
-
2016
Persistent link: https://www.econbiz.de/10011736794
Saved in:
12
The risk parity principle applied on a corporate bond index using Duration Times Spread
Stagnol, Lauren
-
2016
Persistent link: https://www.econbiz.de/10011737204
Saved in:
13
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:
14
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
15
Determinants of OECD countries’ sovereign yields : safe havens, purgatory, and the damned
Bortoli, Clément
;
Harreau, Louis
;
Pouvelle, Cyril
-
2014
Persistent link: https://www.econbiz.de/10010438919
Saved in:
16
An arbitrage-free Nelson-Siegel term structure model with stochastic volatility for the determination of currency risk premia
Mouabbi, Sarah
-
2014
Persistent link: https://www.econbiz.de/10010439768
Saved in:
17
Fundamental disagreement
Andrade, Philippe
;
Crump, Richard
;
Eusepi, Stefano
; …
-
2014
Persistent link: https://www.econbiz.de/10010439773
Saved in:
18
The term structure of the welfare cost of uncertainty
Lopez, Pierlauro
-
2014
Persistent link: https://www.econbiz.de/10010439780
Saved in:
19
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439789
Saved in:
20
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:
21
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:
22
Credit risk in the euro area
Gilchrist, Simon
;
Mojon, Benoît
-
2014
Persistent link: https://www.econbiz.de/10010353423
Saved in:
23
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
24
Credit and liquidity in interbank rates : a quadratic approach
Dubecq, Simon
;
Monfort, Alain
;
Renne, Jean-Paul
; …
-
2013
Persistent link: https://www.econbiz.de/10009790707
Saved in:
25
The dynamics of bank loans short-term interest rates in the Euro area : what lessons can we draw from the current crisis?
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2013
Persistent link: https://www.econbiz.de/10010353651
Saved in:
26
Breakeven inflation rates and their puzzling correlation relationships
Cette, Gilbert
;
Jong, Marielle de
-
2012
Persistent link: https://www.econbiz.de/10009574515
Saved in:
27
How do anticipated changes to short-term market rates influence banks’ retail interest rates? : evidence from the four major euro area economies
Banerjee, Anindya
;
Bystrov, Victor
;
Mizen, Paul
-
2012
Persistent link: https://www.econbiz.de/10009574572
Saved in:
28
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
29
Too-connected versus too-big-to-fail : banks' network centrality and overnight interest rates
Gabrieli, Silvia
-
2012
Persistent link: https://www.econbiz.de/10009663921
Saved in:
30
A model of the euro-area yield curve with discrete policy rates
Renne, Jean-Paul
-
2012
Persistent link: https://www.econbiz.de/10009663966
Saved in:
31
Credit and liquidity risks in euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381803
Saved in:
32
Fiscal sustainability, default risk and euro area sovereign bond spreads
Borgy, Vladimir
;
Laubach, Thomas
;
Mésonnier, Jean-Stéphane
-
2011
Persistent link: https://www.econbiz.de/10009381809
Saved in:
33
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
34
Incomplete markets, liquidation risk, and the term structure of interest rates
Challe, Edouard
;
Le Grand, François
;
Ragot, Xavier
-
2010
Persistent link: https://www.econbiz.de/10009381124
Saved in:
35
The rocky ride of break-even inflation rates
Cette, Gilbert
(
contributor
);
Jong, Marielle de
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003797143
Saved in:
36
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:
37
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
38
Frequency-domain analysis of debt service in a macro-finance model for the euro area
Renne, Jean-Paul
-
2009
Persistent link: https://www.econbiz.de/10003910283
Saved in:
39
Les taux courts et les taux long peuvent-ils varier en sens oppose?
Artus, Patrick
-
2001
Persistent link: https://www.econbiz.de/10001629382
Saved in:
40
Quel policy-mix pour l'Europe?
Artus, Patrick
-
2001
Persistent link: https://www.econbiz.de/10001545519
Saved in:
41
Règle de fixation des taux d'intérêt par la Banque Centrale : quelles conditions pour qu'il y ait stabilité dynamique?
Artus, Patrick
-
2000
Persistent link: https://www.econbiz.de/10001471642
Saved in:
42
Exigence de rendement des fonds de pension : quels effets sur l'efficacité et la stabilité de l'économie? /Patrick Artus
Artus, Patrick
-
1999
Persistent link: https://www.econbiz.de/10001354243
Saved in:
43
Quels effets sur l'Europe d'une déformation des portefeuilles des investisseurs asiatiques en faveur de l'euro et au détriment du dollar? : Le rôle de la réaction de la Banque Cent...
Artus, Patrick
-
1999
Persistent link: https://www.econbiz.de/10001355526
Saved in:
44
Croissance future et pente de la structure des taux aux Etats-Unis : quelles explications?
Artus, Patrick
-
1998
Persistent link: https://www.econbiz.de/10000981074
Saved in:
45
La réaction des taux d'intérêt et de la structure des taux d'intérêt aux chocs inflationnistes et à la crédibilité
Artus, Patrick
-
1997
Persistent link: https://www.econbiz.de/10000955885
Saved in:
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