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Renault, Olivier's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
4,529 |
Total
Citations
96 |
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1.
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Liquidity and Credit Risk
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Ericsson, Jan
McGill University Renault, Olivier
University of Warwick Business School - Financial Econometrics Research Centre
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Posted:
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01 Aug 03
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Last Revised:
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12 Aug 05
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3,632
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Ericsson, Jan
McGill University Renault, Olivier
University of Warwick Business School - Financial Econometrics Research Centre
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0
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Corporate bonds, financial distress, renegotiation, liquidity risk
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Ericsson, Jan
McGill University Renault, Olivier
University of Warwick Business School - Financial Econometrics Research Centre
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3,632
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83
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Credit risk, corporate bonds, renegotiation, illiquidity
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2.
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Renault, Olivier
University of Warwick Business School - Financial Econometrics Research Centre Scaillet , O.
University of Geneva - HEC
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350
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10
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default, recovery, kernel estimation, credit risk
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3.
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Scaillet , O.
University of Geneva - HEC Prigent , Jean-Luc
University of Cergy-Pontoise - ThEMA Renault, Olivier
University of Warwick Business School - Financial Econometrics Research Centre
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333
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weak convergence, incomplete market, option pricing, minimal martin-gale measure, discrete rebalancing, marked point process
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Couderc, Fabien
Swiss Finance Institute Renault, Olivier
University of Warwick Business School - Financial Econometrics Research Centre
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214
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3
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censored durations, proportional hazard, business cycle, default
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5.
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Couderc, Fabien
Swiss Finance Institute Renault, Olivier
University of Warwick Business School - Financial Econometrics Research Centre
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Censored durations, proportional hazard, business cycle, credit cycle, default determinants, default prediction
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6.
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Leblanc, Boris
Banque Nationale de Paris Scaillet , O.
University of Geneva - HEC Renault, Olivier
University of Warwick Business School - Financial Econometrics Research Centre
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Records 1 -
6
of 6 matches
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1
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