Jean-Paul Renne

Available identifiers

zbMath Open renne.jean-paulWikidataQ61046438 ScholiaQ61046438MaRDI QIDQ322787

List of research outcomes

Publication	Date of Publication	Type
A model of the euro-area yield curve with discrete policy rates	2023-03-30	Paper
Required capital for long-run risks	2022-12-12	Paper
Identification and Estimation in Non-Fundamental Structural VARMA Models	2022-11-11	Paper
Disastrous Defaults	2022-01-19	Paper
Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks*	2018-11-09	Paper
Staying at zero with affine processes: an application to term structure modelling	2017-11-07	Paper
Statistical inference for independent component analysis: application to structural VAR models	2016-11-17	Paper
A tractable interest rate model with explicit monetary policy rates	2016-10-07	Paper
A quadratic Kalman filter	2015-09-01	Paper
Erratum to ``Pricing default events: surprise, exogeneity and contagion	2014-11-24	Paper
Pricing default events: surprise, exogeneity and contagion	2014-08-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jean-Paul Renne