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~person:"Monfort, Alain"
~subject:"Zinsstruktur"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Monfort, Alain
Rudebusch, Glenn D.
52
Christensen, Jens H. E.
45
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30
Akram, Tanweer
27
Favero, Carlo A.
27
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26
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25
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22
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21
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19
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19
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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:
2
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:
3
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
Saved in:
4
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
5
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
6
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
7
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:
8
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
-
2009
Persistent link: https://www.econbiz.de/10003882289
Saved in:
9
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592184
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:
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