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Monfort, Alain Gouriéroux, Christian Roussellet, Guillaume Mouabbi, Sarah Pegoraro, Fulvio Mésonnier, Jean-Stéphane Borgy, Vladimir Clerc, Laurent Dubecq, Simon Bletzinger, Tilman Coupet, Maylis Bouis, Romain Lemke, Wolfgang Grishchenko, Olesya Grishchenko, Olesya V. Laubach, Thomas Fries, Sébastien Pallara, Kevin Sahuc, Jean-Guillaume Rawdanowicz, Łukasz Rüffer, Rasmus Sagnes, Nicolas Iacovoni, Davide Zetterström, Erik Hörngren, Lars Bernales, Alejandro Christensen, Ane K. Watanabe, Shingo Bacchetta, Philippe Schwenkler, Gustavo Nelson, William R. Lewis, Kurt F. Carlson, Mark Kontonikas, Alexandros Arghyrou, Michael Georgiou Afonso, António Benhima, Kenza Roussellet, G. Schwenkler, G. Vitale, Giovanni All co-authors model euro area policy zinsstruktur default credit rate kreditrisiko pricing rates eurozone time monetary geldpolitik term debt affine uncertainty price
Composed terms yield curve credit risk monetary policy euro area eu staaten eu countries time varying Öffentliche anleihe public bond interest rate asset price policy rate time series analysis credit liquidity policy rates area sovereign bond pricing yield curves price boom risk premiums risk premia public debt Öffentliche schulden model euro macro prudential bank policy markov chain risk premium debt management estimation theory markov kette structure model disastrous defaults debt gdp area yield quadratic kalman default events financial crisis results suggest price booms credit derivative
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Jean-Paul Renne Dr. Prof. Alternative spellings: J.-P. Renne J-P. Renne B: 1979 Biblio: Banque de France, Financial Economics Research Service, France
Profession Mathematiker Economist
Affiliations Université de Lausanne. École des Hautes Études Commerciales
Q61046438
Publishing years Series Banque de France Working Paper (15) Documents de travail / Banque de France (15) Série des documents de travail (4) Série des documents de travail / Centre de Recherche en Économie et Statistique (4) Documents de travail (3) Les notes d'études et de recherche : NER (3) Working paper series / European Central Bank (1) Grundlagen für die Wirtschaftspolitik (1) Working papers / TSE : WP (1) Paris December 2018 Finance Meeting EUROFIDAI - AFFI (1) Document de travail (1) Finance and economics discussion series (1) Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper (1) Paris December 2011 Finance Meeting EUROFIDAI - AFFI (1) OECD Economics Department working papers (1) Discussion paper / Centre for Economic Policy Research (1)