Alain Monfort - Central Bank Research Hub

Papers by year: All | 2011 | 2009 | 2008 | 2007

	Title	Other author(s)
Abstract Full text	Credit and liquidity risks in euro area sovereign yield curves Bank of France Working Papers [View] (Paper: Nr 352, 17.11.2011)	Jean-Paul Renne
Abstract Full text	Default, liquidity and crises: an econometric framework Bank of France Working Papers [View] (Paper: Nr 340, 12.08.2011)	Jean-Paul Renne
Abstract Full text	Optimal Portfolio Allocation under Asset and Surplus VaR Constraints Bank of France Working Papers [View] (Paper: Nr 251, 29.09.2009) JEL: C10, G11
Abstract Full text	New Information Response Functions. Bank of France Working Papers [View] (Paper: Nr 235, 16.06.2009) JEL: C10, C32	Caroline Jardet Fulvio Pegoraro
Abstract Full text	No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth. Bank of France Working Papers [View] (Paper: Nr 234, 15.06.2009)	Caroline Jardet Fulvio Pegoraro
Abstract Full text	Econometric Asset Pricing Modelling Bank of France Working Papers [View] (Paper: Nr 223, 02.10.2008)	Henri Bertholon Fulvio Pegoraro
Abstract Full text	Switching VARMA Term Structure Models - Extended Version Bank of France Working Papers [View] (Paper: Nr 191, 12.12.2007) JEL: C1, C5, E43, G12	Fulvio Pegoraro
Abstract Full text	Pricing and Inference with Mixtures of Conditionally Normal Processes Bank of France Working Papers [View] (Paper: Nr 188, 14.11.2007) JEL: C1, C5, G1	Henri Bertholon Fulvio Pegoraro
Abstract Full text	Multi-Lag Term Structure Models with Stochastic Risk Premia Bank of France Working Papers [View] (Paper: Nr 189, 14.11.2007) JEL: C1, C5, G1	Fulvio Pegoraro

Papers by year: All | 2011 | 2009 | 2008 | 2007