//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Une règle optimale pour fixer...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Yield curve
4
Zinsstruktur
4
EU countries
2
EU-Staaten
2
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Interest rate
2
Zero-Bond
2
Zero-coupon bond
2
Zins
2
1995
1
ANALYSE STATISTIQUE
1
Bank accounting
1
Bank risk
1
Bankenaufsicht
1
Bankgeschäft
1
Banking services
1
Banking supervision
1
Bankrechnungslegung
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Collateral
1
Correlation
1
Currency derivative
1
Deutsche Mark
1
Diversification
1
Diversifikation
1
ECONOMETRICS
1
ECONOMETRIE
1
EMU ECU
1
EMU Finance Exchange rate
1
Econometrics
1
Erwartungsbildung
1
Estimation
1
Euro
1
more ...
less ...
Online availability
All
Free
11
Undetermined
3
Type of publication
All
Article
25
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Amtsdruckschrift
3
Government document
3
more ...
less ...
Language
All
Undetermined
30
English
13
French
4
Author
All
Frachot, Antoine
40
Roncalli, Thierry
13
Frachot, A.
6
Baud, Nicolas
4
Salomon, Eric
4
Lesne, Jean-Philippe
3
El Karoui, Nicole
2
Geman, Hélyette
2
Georges, Pierre
2
Gouriéroux, Christian
2
Laurent, Jean-Paul
2
Moudoulaud, Olivier
2
Pichot, Olivier
2
Demey, Paul
1
El Karoui, N.
1
FRACHOT, Antoine
1
Geman, H.
1
Igigabel, Philippe
1
Janci, D.
1
LESNE, Jean-Philippe
1
Lacoste, V.
1
Laurent, J.P.
1
Lesne, J.P.
1
Marot, Etienne
1
Martineau, Pierre
1
Pennequin, Maxime
1
Pichot, O.
1
more ...
less ...
Institution
All
Banque de France
2
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
EconWPA
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
Banque : revue mensuelle du banquier, de son personnel et de sa clientèle
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Annales d'économie et de statistique
2
Banque de France - Direction Generale des Etudes
2
International Finance
2
Journal de la Société de Statistique de Paris
2
Journal of international money and finance
2
Journal of risk management in financial institutions
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
Annales d'Economie et de Statistique
1
Dynamique des marchés financiers et prévisions
1
Journal of International Money and Finance
1
MPRA Paper
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical Finance
1
Notes d'études et de recherche : NER
1
Operational risk : practical approaches to implementation
1
Review of derivatives research
1
Revue d'Économie Financière
1
Revue d'économie financière : revue trimestrielle de l'Association d'Economie Financière
1
The Basel handbook : a guide for financial practitioners
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
RePEc
13
OLC EcoSci
12
BASE
1
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How to stabilize financial markets before EMU?
Frachot, Antoine
-
1997
Persistent link: https://www.econbiz.de/10000980270
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Expectations hypothesis and stochastic volatilities
Frachot, Antoine
;
Lesne, Jean-Philippe
-
1993
Persistent link: https://www.econbiz.de/10000878548
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Distributions implicites anormales des taux de change
Frachot, Antoine
;
Laurent, Jean-Paul
;
Pichot, Olivier
-
1999
Persistent link: https://www.econbiz.de/10001380665
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->