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GND: 1050786351


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yield curvecredit riskmonetary policyeuro areaeu staateneu countriestime varyingÖffentliche anleihepublic bondinterest rateasset pricepolicy ratetime series analysiscredit liquiditypolicy ratesarea sovereignbond pricingyield curvesprice boomrisk premiumsrisk premiapublic debtÖffentliche schuldenmodel euromacro prudentialbank policymarkov chainrisk premiumdebt managementestimation theorymarkov kettestructure modeldisastrous defaultsdebt gdparea yieldquadratic kalmandefault eventsfinancial crisisresults suggestprice boomscredit derivative
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Years of publications: 2003 - 2025

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
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Open Researcher and Contributor ID (ORCID)
  • Virtual International Authority File (VIAF)
  • Wikidata

  • ORCID logo ORCID
    Scopus logo Scopus Preview

    Publishing years

    2
      2025
    1
      2024
    1
      2022
    6
      2021
    7
      2020
    1
      2019
    10
      2017
    6
      2016
    4
      2015
    15
      2014
    11
      2013
    2
      2012
    6
      2011
    5
      2010
    2
      2009
    2
      2008
    6
      2007
    1
      2006
    2
      2004
    1
      2003

    Series

    1. Banque de France Working Paper (15)
    2. Documents de travail / Banque de France (15)
    3. Série des documents de travail (4)
    4. Série des documents de travail / Centre de Recherche en Économie et Statistique (4)
    5. Documents de travail (3)
    6. Les notes d'études et de recherche : NER (3)
    7. Working paper series / European Central Bank (1)
    8. Grundlagen für die Wirtschaftspolitik (1)
    9. Working papers / TSE : WP (1)
    10. Paris December 2018 Finance Meeting EUROFIDAI - AFFI (1)
    11. Document de travail (1)
    12. Finance and economics discussion series (1)
    13. Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper (1)
    14. Paris December 2011 Finance Meeting EUROFIDAI - AFFI (1)
    15. OECD Economics Department working papers (1)
    16. Discussion paper / Centre for Economic Policy Research (1)