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~person:"Monfort, Alain"
~person:"Renne, Jean-Paul"
~type_genre:"Graue Literatur"
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Monfort, Alain
Renne, Jean-Paul
Rudebusch, Glenn D.
49
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40
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27
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26
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ECONIS (ZBW)
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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:
2
Affine modeling of credit risk, pricing of credit events and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
-
2019
-
This version: December 2019
Persistent link: https://www.econbiz.de/10012237594
Saved in:
3
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:
4
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439789
Saved in:
5
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009381919
Saved in:
11
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:
12
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
13
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:
14
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
15
Quels sont les enjeux, en termes de coût et de risque, de la gestion active de la durée de vie moyenne de la dette?
Renne, Jean-Paul
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003591047
Saved in:
16
Credit and liquidity risks in Euro-area sovereign yield curves
Monfort, Alain
;
Renne, Jean-Paul
-
2011
Persistent link: https://www.econbiz.de/10009552659
Saved in:
17
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2011
Persistent link: https://www.econbiz.de/10009406399
Saved in:
18
Default, liquidity and crises : an econometric framework
Monfort, Alain
;
Renne, Jean-Paul
-
2010
Persistent link: https://www.econbiz.de/10009406550
Saved in:
19
What are the consequences of active management of average debt maturity in terms of cost and risk?
Renne, Jean-Paul
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003802819
Saved in:
20
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592184
Saved in:
21
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
22
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
23
Affine term structure models
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2002
Persistent link: https://www.econbiz.de/10001742490
Saved in:
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