| Title | Other author(s) | |
|---|---|---|
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector.Bank of France Working Papers [View] (Paper: Nr 238, 24.06.2009) |
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New Information Response Functions.Bank of France Working Papers [View] (Paper: Nr 235, 16.06.2009) |
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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) |
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Determinants of long-term interest rates in the United States and the euro area: A multivariate approachBank of France Working Papers [View] (Paper: Nr 170, 10.07.2007) |
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Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework.Bank of France Working Papers [View] (Paper: Nr 167, 06.06.2007) |
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Term Structure Anomalies: Term Premium or Peso problem?Bank of France Working Papers [View] (Paper: Nr 143, 17.05.2006) |
