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Dubecq, Simon's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
270 |
Total
Citations
12 |
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1.
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Dubecq, Simon Banque de France Mojon, Benoit European Central Bank (ECB) Ragot, Xavier Paris School of Economics (PSE)
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88
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Capital requirements, Imperfect Information, Risk-taking Channel of monetary policy
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Dubecq, Simon Banque de France Gourieroux, Christian University of Toronto - Department of Economics
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07 Mar 12
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Last Revised:
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15 Mar 12
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44
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Shock, Copula, Extreme Risk, Stress-Test, Factor Model, Systemic Risk, Portfolio Management, Sovereign Bonds
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3.
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Dubecq, Simon Banque de France Gourieroux, Christian University of Toronto - Department of Economics
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42
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Interest Rate, Term Structure, Affine Model, No Arbitrage, Level Factor, Slope Factor
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4.
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Dubecq, Simon Banque de France Gourieroux, Christian University of Toronto - Department of Economics
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42
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Long Term Interest Rates, Affine Term Structure Model, Nelson-Siegel, STRIPS market
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5.
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Dubecq, Simon Banque de France Ghattassi, Imen National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
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Consumption-wealth ratio, Structural break, Cointegration, Cointegrated VAR, Trends and cycles, Housing returns, Asset prices, Long-run predictability
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6.
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Dubecq, Simon Banque de France Mojon, Benoit affiliation not provided to SSRN Ragot, Xavier Paris School of Economics (PSE)
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capital requirements, imperfect information, risk-taking channel of monetary policy
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Records 1 -
6
of 6 matches
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