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How to stabilize financial markets before EMU?
Frachot, Antoine - 1997
Persistent link: https://www.econbiz.de/10000980270
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Factor models of domestic and foreign interest rates with stochastic volatilities
Frachot, Antoine - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10001185052
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A reexamination of the uncovered interest rate parity hypothesis
Frachot, Antoine - In: Journal of international money and finance 15 (1996) 3, pp. 419-437
Persistent link: https://www.econbiz.de/10001205675
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Regulatory arbitrage and model sophistication in the financial crisis
Frachot, Antoine - In: Journal of risk management in financial institutions 3 (2009/10) 2, pp. 124-134
Persistent link: https://www.econbiz.de/10003963517
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Expectations hypothesis and stochastic volatilities
Frachot, Antoine; Lesne, Jean-Philippe - 1993
Persistent link: https://www.econbiz.de/10000878548
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A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole; Frachot, Antoine; Geman, Hélyette - 1996
Persistent link: https://www.econbiz.de/10000936717
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On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole - In: Review of derivatives research 1 (1997) 4, pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
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Distributions implicites anormales des taux de change
Frachot, Antoine; Laurent, Jean-Paul; Pichot, Olivier - 1999
Persistent link: https://www.econbiz.de/10001380665
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L' économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine - In: Journal de la Société de Statistique de Paris 133 (1992) 4, pp. 53-64
Persistent link: https://www.econbiz.de/10001330880
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Modèles factoriels de la structure par termes des taux d'intérêt : théorie et application économétrique
Frachot, Antoine - In: Annales d'économie et de statistique (1995), pp. 11-36
Persistent link: https://www.econbiz.de/10001333821