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~person:"Monfort, Alain"
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Credit derivative
6
Kreditderivat
6
Credit risk
5
Kreditrisiko
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Ansteckungseffekt
4
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4
Derivat
3
Derivative
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Credit Derivatives
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Credit derivatives
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Monfort, Alain
Tang, Dragon Yongjun
35
Scheicher, Martin
34
Gündüz, Yalın
24
Augustin, Patrick
23
Subrahmanyam, Marti G.
23
Lee, Jongsub
22
Zhang, Gaiyan
22
Zhong, Zhaodong
22
Zhou, Hao
22
Fabozzi, Frank J.
21
Mayordomo, Sergio
21
Zhu, Haibin
21
Calice, Giovanni
19
Hammoudeh, Shawkat
19
Wang, Xinjie
19
Brigo, Damiano
17
Wang, Sarah Qian
17
Kiesel, Florian
16
Peltonen, Tuomo
16
Vuillemey, Guillaume
16
Aizenman, Joshua
15
Schiereck, Dirk
15
Urban, Jörg
15
Bolton, Patrick
14
Byström, Hans N. E.
14
Hasan, Iftekhar
14
Ongena, Steven
14
Acharya, Viral V.
13
Cathcart, Lara
13
Gex, Mathieu
13
Gilchrist, Simon
13
Lin, Ming-Tsung
13
Naranjo, Andy
13
Pelizzon, Loriana
13
Ters, Kristyna
13
Capponi, Agostino
12
Fender, Ingo
12
Geanakoplos, John
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of banking & finance
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
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:
3
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:
4
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, Jean-Cyprian
;
Monfort, Alain
-
2013
Persistent link: https://www.econbiz.de/10009753234
Saved in:
5
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2013
Persistent link: https://www.econbiz.de/10009753236
Saved in:
6
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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