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Rockinger, Michael [Author] ; Jondeau, Eric [Other]

Conditional Dependency of Financial Series : An Application of Copulas

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[S.l.]: SSRN, [2010]

Published in: Banque de France Working Paper ; No. 82
chesnay, françois [Author] ; Jondeau, Eric [Other]

Does Correlation between Stock Returns Really Increase During Turbulent Period?

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[S.l.]: SSRN, [2010]

Published in: Banque de France Working Paper ; No. 73
Avouyi-Dovi, Sanvi [Author] ; Jondeau, Eric [Other]

Interest Rate Transmission and Volatility Transmission along the Yield Curve

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[S.l.]: SSRN, [2011]

Published in: Banque de France Working Paper ; No. 57
Bruneau, Catherine [Author] ; Jondeau, Eric [Other]

Long-Run Causality, with an Application to International Links between Long-Term Interest Rates

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[S.l.]: SSRN, [2011]

Published in: Banque de France Working Paper ; No. 53
Avouyi-Dovi, Sanvi [Author] ; Jondeau, Eric [Other]

Modelling Asian Stock-Market Volatility (In French)

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[S.l.]: SSRN, [2011]

Published in: Banque de France Working Paper ; No. 58
Avouyi-Dovi, Sanvi [Author] ; Jondeau, Eric [Other]

Modelling the Swap Spread

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[S.l.]: SSRN, [2011]

Published in: Banque de France Working Paper ; No. 65
Rockinger, Michael [Author] ; Jondeau, Eric [Other]

Conditional Dependency of Financial Series : An Application of Copulas

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https://ssrn.com/abstract=262642

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[S.l.]: SSRN, [2001]
Rockinger, Michael [Author] ; Jondeau, Eric [Other]

Conditional Volatility, Skewness and Kurtosis : Existence and Persistence

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[S.l.]: SSRN, [2001]
Rockinger, Michael [Author] ; Jondeau, Eric [Other]

Portfolio Allocation in Transition Economies

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[S.l.]: SSRN, [2002]
Jondeau, Éric [Author]

Gestion institutionnelle et volatilité des marchés financiers

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https://www.persee.fr/doc/ecofi_0987-3368_2004_num_74_1_5037

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Published in: Revue d'économie financière ; Vol. 74, n° 1, pp. 157-175
Jondeau, Éric [Author]

Les modèles monétaires de taux de change : un examen empirique

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https://www.persee.fr/doc/ecop_0249-4744_1996_num_123_2_5790

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Published in: Économie & prévision ; Vol. 123-124, n° 2-3, pp. 53-65
Jondeau, Éric [Author]

La soutenabilité de la politique budgétaire

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https://www.persee.fr/doc/ecop_0249-4744_1992_num_104_3_5291

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Published in: Économie & prévision ; Vol. 104, n° 3, pp. 1-17
Dong, Minyue [Author] ; Jondeau, Eric [Other]; Rockinger, Michael [Other]

Textual Analysis of Banks' Pillar 3 Documents

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[S.l.]: SSRN, [2019]
Coutant, Sophie [Author] ; Jondeau, Eric [Other]; Rockinger, Michael [Other]

Reading Interest Rate and Bond Futures Options' Smiles : How PIBOR and Notional Operators Appreciated the 1997 French Snap Election

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[S.l.]: SSRN, [2011]

Published in: Banque de France Working Paper ; No. 54
Imbs, Jean M. [Author] ; Jondeau, Eric [Other]; Pelgrin, Florian [Other]

Aggregating Phillips Curves

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[S.l.]: SSRN, [2007]

Published in: Swiss Finance Institute Research Paper ; No. 07-06
Jondeau, Eric [Other]; Rockinger, Michael [Other]

The economic value of distributional timing

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Genève: Swiss Finance Inst., Nov. 2006

Published in: Swiss Finance Institute: Research paper series ; 2006,35
Jondeau, Eric [Other]; Rockinger, Michael [Other]

The impact of news on higher moments

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https://ssrn.com/abstract=947082

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Genève: Swiss Finance Inst., Nov. 2006

Published in: Swiss Finance Institute: Research paper series ; 2006,28
Jondeau, Eric [Author] ; Mojon, Benoît [Other]; Sahuc, Jean-Guillaume [Other]

A New Indicator of Bank Funding Cost

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[S.l.]: SSRN, [2020]

Published in: BIS Working Paper ; No. 854
Jondeau, Eric [Author] ; Sahuc, Jean-Guillaume [Other]

A General Equilibrium Appraisal of Capital Shortfall

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[S.l.]: SSRN, [2018]

Published in: Banque de France Working Paper ; No. 668
Jondeau, Eric [Author] ; Jurczenko, Emmanuel [Other]; Rockinger, Michael [Other]

Moment Component Analysis : An Illustration With International Stock Markets

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[S.l.]: SSRN, [2018]

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