Zobrazeno 1 - 10
of 78
pro vyhledávání: '"Paul Renne"'
Publikováno v:
Swiss Journal of Economics and Statistics, Vol 158, Iss 1, Pp 1-17 (2022)
Abstract This paper proposes long-run estimates of ex ante real interest rates in Switzerland and other developed economies, and it describes their relative evolution. Our results highlight the decline in—and convergence of—global real interest r
Externí odkaz:
https://doaj.org/article/f0cfebcaf547478a8a0e61b395b5c52d
Autor:
Kevin Pallara, Jean-Paul Renne
Publikováno v:
Management Science.
This paper proposes a methodology to price bonds jointly issued by a group of countries—Eurobonds in the euro-area context. We consider two types of bonds; the first is backed by several and joint guarantees (SJGs), and the second features several
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7df1b3efbc94fc91c5b145e4a84a6452
https://doi.org/10.1287/mnsc.2023.4740
https://doi.org/10.1287/mnsc.2023.4740
Publikováno v:
Proceedings of the National Academy of Sciences of the United States of America, vol 119, iss 38
Refinements of the geological timescale driven by the increasing precision and accuracy of radiometric dating have revealed an apparent correlation between large igneous provinces (LIPs) and intervals of Phanerozoic faunal turnover that has been much
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a036410bc07eac0e4486b02358f74d10
https://pubmed.ncbi.nlm.nih.gov/36095185
https://pubmed.ncbi.nlm.nih.gov/36095185
Publikováno v:
Management Science. 67:3674-3693
We propose a discrete-time affine pricing model that simultaneously allows for (i) the presence of systemic entities by departing from the no-jump condition on the factors’ conditional distribution, (ii) contagion effects, and (iii) the pricing of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::24d8f09dbbbd9e34ab58bddc0214a6bb
https://doi.org/10.1287/mnsc.2020.3658
https://doi.org/10.1287/mnsc.2020.3658
Publikováno v:
Review of Finance. 25:1727-1772
We define a disastrous default as the default of a systemic entity. Such an event is expected to have a negative effect on the economy and to be contagious. Bringing macroeconomic structure to a no-arbitrage asset-pricing framework, we exploit prices
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1d333602ebef27d4c3243c0a4678fb9a
https://doi.org/10.1093/rof/rfaa042
https://doi.org/10.1093/rof/rfaa042
Our systematic study of the spatial-temporal evolution of magmatism in the Deccan Traps Large Igneous Province provides new data from the Malwa Plateau(MP) subprovince, which lies north of the comparatively well-studied Western Ghats. 40Ar/39Ar analy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0157fab7214b95cd90e7a48b3ff6a6cb
https://doi.org/10.5194/egusphere-egu22-11928
https://doi.org/10.5194/egusphere-egu22-11928
Autor:
Pauline Chikhani, Jean-Paul Renne
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a83d4f6beeec2cb8ca514c20ac650809
https://doi.org/10.2139/ssrn.4260815
https://doi.org/10.2139/ssrn.4260815
Autor:
Fabrizio Marra, Alison Pereira, Brian Jicha, Sebastien Nomade, Italo Biddittu, Fabio Florindo, Giovanni Muttoni, Elizabeth Niespolo, Paul Renne, Vincent Scao
40Ar/39Ar geochronology constraints to aggradational phases and grainsize variations show that the sedimentary filling of the Liri fluvial-lacustrine basin (central Italy) recorded the occurrence of deglaciation events associated with global meltwate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52bb5b3ce9a7e6a675114897ccf12a8d
https://doi.org/10.5194/cp-2021-161
https://doi.org/10.5194/cp-2021-161
Autor:
Fabrizio Marra, Alison Pereira, Brian Jicha, Sebastien Nomade, Italo Biddittu, Fabio Florindo, Giovanni Muttoni, Elizabeth Niespolo, Paul Renne, Vincent Scao
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf14ff3704633ab74a33cd2dc2ea6133
https://doi.org/10.5194/cp-2021-161-supplement
https://doi.org/10.5194/cp-2021-161-supplement
Autor:
Jean-Paul Renne
This paper presents a no-arbitrage yield-curve model that explicitly incorporates the central-bank policy rate. This model is consistent with the existence of a lower bound for nominal interest rates, which makes it particularly relevant in the curre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5f37aeedbd20caed94e45c5af7d0c68f
http://doc.rero.ch/record/332236/files/snde-2016-0043.pdf
http://doc.rero.ch/record/332236/files/snde-2016-0043.pdf