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Gauthier, Laurent
6
Bensafta, Kamel Malik
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Semedo, Gervasio
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Banerjee, Steve
1
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1
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The journal of fixed income
4
L' Actualité économique : revue trimest.
3
Economic & financial computing : a journal of the European Economics and Financial Centre
1
Finance : revue de l'Association Française de Finance
1
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ECONIS (ZBW)
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1
Pôles de convergence, gains dynamiques de l'intégration économique et monétaire en Afrique de l'Ouest : une approche en termes de clusters
Semedo, Gervasio
;
Gautier, Laurent
;
Bensafta, Kamel Malik
- In:
L' Actualité économique : revue trimest.
88
(
2012
)
1
,
pp. 37-85
Persistent link: https://www.econbiz.de/10010096980
Saved in:
2
De la transmission de la volatilité à la contagion entre marchés boursiers : l'éclairage d'un modèle var non linéaire avec bris structurels en variance
Bensafta, Kamel Malik
;
Semedo, Gervasio
- In:
L' Actualité économique : revue trimest.
85
(
2009
)
1
,
pp. 13-76
Persistent link: https://www.econbiz.de/10009899233
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3
L'évolution des dépenses publiques en France : loi de Wagner, cycle électoral et contrainte européenne de subsidiarité
Semedo, Gervasio
- In:
L' Actualité économique : revue trimest.
83
(
2007
)
2
,
pp. 123-162
Persistent link: https://www.econbiz.de/10009899207
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4
Chocs, chocs de volatilité et contagion entre les marchés boursiers
Bensafta, Kamel Malik
;
Gervasio, Semedo
- In:
Revue économique
62
(
2011
)
2
,
pp. 277-312
Persistent link: https://www.econbiz.de/10009137129
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5
MARKET-IMPLIED LOSSES AND NON-AGENCY SUBORDINATED MBS
Gauthier, Laurent
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10007158179
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6
JUMBO HYBRID ARM SECURITIES: A COMPREHENSIVE INTRODUCTION
Chaudhary, Sharad
;
Gauthier, Laurent
- In:
The journal of fixed income
11
(
2002
)
4
,
pp. 64-77
Persistent link: https://www.econbiz.de/10007167615
Saved in:
7
ANOTHER LOOK AT HOME EQUITY LOAN PREPAYMENTS
Gauthier, Laurent
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 51-58
Persistent link: https://www.econbiz.de/10007173952
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8
A STUDY OF RASC SUBPRIME LOAN PREPAYMENTS, DELINQUENCIES, AND LOSSES - Subprime first-lien mortgages are securitized through the Residential Assets Securities Corporation. While they manifest differences with respect to loan age, credit grade, loan-to-value ratio, and vintage, both fixed-rate and adjustable-rate RASC mortgages exhibit positive convexity similar to that of the rest of the subprime ...
Banerjee, Steve
;
Gauthier, Laurent
;
Tan, Weisi
;
Zhu, Drew
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 47-68
Persistent link: https://www.econbiz.de/10007175933
Saved in:
9
New Approaches to Corporate Forex Exposure
Gauthier, Laurent
;
Rouzeau, Etienne
- In:
Economic & financial computing : a journal of the …
7
(
1997
)
4
,
pp. 183-184
Persistent link: https://www.econbiz.de/10007196217
Saved in:
10
Noisy information and investment decisions : a note
Gauthier, Laurent
;
Morellec, Erwan
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 201-209
Persistent link: https://www.econbiz.de/10009918838
Saved in:
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