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~person:"Gouriéroux, Christian"
~subject:"Yield curve"
~type_genre:"Aufsatz in Zeitschrift"
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Yield curve
Theorie
86
Theory
86
Estimation theory
18
Schätztheorie
18
Credit risk
13
Kreditrisiko
13
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9
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7
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Aufsatz in Zeitschrift
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12
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12
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Gouriéroux, Christian
Jarrow, Robert A.
17
Rudebusch, Glenn D.
17
Chen, Ren-Raw
12
Monfort, Alain
10
Singleton, Kenneth J.
10
Tzavalis, Elias
9
Bekaert, Geert
8
Christensen, Jens H. E.
8
Kang, Kyu Ho
8
Longstaff, Francis A.
8
Pelsser, Antoon André Jean
8
Schwartz, Eduardo S.
8
Chiarella, Carl
7
Collin-Dufresne, Pierre
7
Filipović, Damir
7
Goldstein, Robert S.
7
Rutkowski, Marek
7
Scaillet, Olivier
7
Bauer, Michael D.
6
Duffie, Darrell
6
Gollier, Christian
6
Jacobs, Kris
6
Joslin, Scott
6
Le, Anh
6
MacDonald, Ronald
6
Rebonato, Riccardo
6
Sandmann, Klaus
6
Schmidt, Thorsten
6
Subrahmanyam, Marti G.
6
Argyropoulos, Efthymios
5
Berardi, Andrea
5
Buraschi, Andrea
5
Chiang, Thomas C.
5
Eberlein, Ernst
5
Hui, Cho H.
5
Jondeau, Eric
5
Laurini, Márcio Poletti
5
Mele, Antonio
5
Navarro Arribas, Eliseo
5
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annales d'économie et de statistique
1
Dynamique des marchés financiers et prévisions
1
Finance : revue de l'Association Française de Finance
1
Journal of empirical finance
1
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ECONIS (ZBW)
7
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1
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
- In:
Annales d'économie et de statistique
(
1995
),
pp. 37-65
Persistent link: https://www.econbiz.de/10001333820
Saved in:
2
Multiregime term structure models
Gouriéroux, Christian
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 71-92
Persistent link: https://www.econbiz.de/10001476780
Saved in:
3
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
4
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
5
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:
6
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
7
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
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